-21.2%
XYL vs RL
+11.4%
-32.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.2% |
| 7D | +1.8% | +1.9% | -0.1% | +1.4% |
| 30D | -9.2% | -12.2% | +3.0% | -6.8% |
| 3M | -0.3% | -6.6% | +6.4% | +0.8% |
| 6M | -11.0% | +3.2% | -14.1% | -12.4% |
| YTD | -19.2% | -1.3% | -17.9% | -19.7% |
| 1Y | -21.2% | +13.6% | -34.8% | -24.6% |
| All | -21.2% | +11.4% | -32.6% | -24.6% |
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