+150.2%
XYL vs RL
+297.6%
-147.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | 0.0% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -10.8% | -17.5% | +6.7% | -5.3% |
| 3M | -2.5% | -14.0% | +11.4% | +1.8% |
| 6M | -12.2% | -2.0% | -10.2% | -12.7% |
| YTD | -20.1% | -4.6% | -15.5% | -20.0% |
| 1Y | -20.6% | +9.5% | -30.2% | -24.3% |
| 3Y | +17.3% | +200.5% | -183.1% | -22.9% |
| 5Y | -14.5% | +226.3% | -240.8% | -47.3% |
| 10Y | +150.2% | +304.8% | -154.6% | +37.7% |
| All | +150.2% | +297.6% | -147.4% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling