-35.2%
XYL vs RL
+15.3%
-50.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | -3.7% | +2.6% | -6.3% | -4.2% |
| 30D | -8.3% | +2.9% | -11.3% | -8.9% |
| 3M | -21.4% | 0.0% | -21.4% | -21.3% |
| 6M | -12.9% | +17.1% | -30.0% | -16.1% |
| YTD | -30.1% | +10.1% | -40.2% | -31.9% |
| 1Y | -35.2% | +17.3% | -52.5% | -37.9% |
| All | -35.2% | +15.3% | -50.4% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling