+400.3%
XYL vs RL
+260.1%
+140.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.4% | -0.3% |
| 7D | +2.1% | +0.2% | +1.8% | +1.9% |
| 30D | -3.4% | +7.3% | -10.7% | -5.6% |
| 3M | -17.2% | +1.0% | -18.2% | -17.8% |
| 6M | -12.0% | +11.8% | -23.8% | -15.9% |
| YTD | -26.3% | +13.6% | -39.9% | -30.3% |
| 1Y | -33.5% | +24.0% | -57.5% | -38.9% |
| 3Y | +6.4% | +256.6% | -250.2% | -32.4% |
| 5Y | -20.9% | +240.2% | -261.1% | -50.4% |
| 10Y | +120.8% | +373.0% | -252.1% | +15.8% |
| All | +400.3% | +260.1% | +140.3% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling