+5.6%
XYL vs RL
+240.1%
-234.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.9% |
| 7D | +5.9% | -4.2% | +10.0% | +6.9% |
| 30D | -3.9% | +4.3% | -8.2% | -4.9% |
| 3M | -18.7% | -4.6% | -14.1% | -17.9% |
| 6M | -16.9% | +1.7% | -18.6% | -17.7% |
| YTD | -27.4% | +7.3% | -34.7% | -29.3% |
| 1Y | -34.0% | +20.8% | -54.8% | -37.7% |
| 3Y | +5.6% | +247.0% | -241.4% | -16.6% |
| All | +5.6% | +240.1% | -234.5% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling