+241.0%
RVMD vs XYL
-30.7%
+271.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.0% | -2.1% | +3.2% |
| 7D | +5.8% | +14.5% | -8.7% | +7.1% |
| 30D | -3.8% | -1.3% | -2.5% | -3.8% |
| 3M | +3.2% | -17.0% | +20.2% | +2.5% |
| 6M | +35.0% | -11.3% | +46.4% | +33.8% |
| YTD | +150.7% | -25.0% | +175.7% | +147.1% |
| 1Y | +241.0% | -31.5% | +272.5% | +239.9% |
| All | +241.0% | -30.7% | +271.7% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling