+107.0%
XYL vs RL
+369.1%
-262.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.1% |
| 30D | -5.7% | +7.6% | -13.3% | -8.0% |
| 3M | -19.8% | -1.5% | -18.3% | -19.7% |
| 6M | -14.2% | +12.1% | -26.3% | -18.2% |
| YTD | -28.1% | +13.9% | -42.0% | -32.2% |
| 1Y | -35.0% | +20.7% | -55.6% | -39.9% |
| 3Y | +2.1% | +260.6% | -258.5% | -36.8% |
| 5Y | -22.1% | +248.9% | -271.0% | -52.7% |
| 10Y | +107.0% | +355.9% | -248.9% | +8.2% |
| All | +107.0% | +369.1% | -262.1% | +8.2% |
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