+617.4%
RVMD vs XYL
+33.5%
+583.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -2.8% |
| 7D | -1.2% | +1.8% | -3.0% | -2.2% |
| 30D | +1.1% | -9.2% | +10.3% | +5.9% |
| 3M | +39.6% | -0.3% | +39.9% | +38.4% |
| 6M | +110.7% | -11.0% | +121.7% | +120.3% |
| YTD | +160.3% | -19.2% | +179.5% | +184.3% |
| 1Y | +404.9% | -21.2% | +426.1% | +459.3% |
| 3Y | +545.5% | +18.6% | +526.8% | +455.6% |
| 5Y | +584.7% | -14.3% | +599.0% | +577.4% |
| All | +617.4% | +33.5% | +583.8% | +471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling