+68.1%
XYL vs REPL
-6.0%
+74.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -5.0% | -3.0% | -2.1% | -5.0% |
| 30D | -13.2% | +27.1% | -40.4% | -14.0% |
| 3M | -3.7% | +52.4% | -56.1% | -6.6% |
| 6M | -17.7% | +107.4% | -125.1% | -24.2% |
| YTD | -21.5% | +54.7% | -76.3% | -26.9% |
| 1Y | -24.5% | +158.9% | -183.4% | -33.3% |
| 3Y | +6.9% | -23.7% | +30.7% | -8.7% |
| 5Y | -18.1% | -54.3% | +36.3% | -28.6% |
| All | +68.1% | -6.0% | +74.1% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling