+18.6%
XYL vs RBA
+29.1%
-10.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.0% | +4.9% | +3.5% |
| 7D | +1.8% | -1.1% | +2.8% | +2.1% |
| 30D | -9.2% | -13.2% | +4.0% | -5.7% |
| 3M | -0.3% | -21.4% | +21.1% | +6.1% |
| 6M | -11.0% | -20.9% | +9.9% | -5.6% |
| YTD | -19.2% | -19.9% | +0.6% | -15.2% |
| 1Y | -21.2% | -28.7% | +7.5% | -14.2% |
| 3Y | +18.6% | +27.4% | -8.8% | +7.7% |
| All | +18.6% | +29.1% | -10.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling