-20.6%
XYL vs REPL
+136.9%
-157.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.1% |
| 7D | +0.8% | -9.6% | +10.4% | +0.8% |
| 30D | -10.8% | +5.7% | -16.5% | -10.8% |
| 3M | -2.5% | +56.4% | -58.9% | -2.2% |
| 6M | -12.2% | +67.4% | -79.6% | -12.2% |
| YTD | -20.1% | +48.7% | -68.7% | -20.1% |
| 1Y | -20.6% | +148.3% | -168.9% | -20.7% |
| All | -20.6% | +136.9% | -157.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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