+432.8%
XYL vs RL
+216.4%
+216.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.1% | -2.7% |
| 7D | -5.0% | -0.8% | -4.2% | -4.8% |
| 30D | -13.2% | -7.8% | -5.4% | -11.1% |
| 3M | -3.7% | -4.0% | +0.3% | -2.9% |
| 6M | -17.7% | -1.9% | -15.8% | -18.1% |
| YTD | -21.5% | -0.2% | -21.4% | -22.5% |
| 1Y | -24.5% | +10.7% | -35.2% | -28.0% |
| 3Y | +6.9% | +210.8% | -203.8% | -28.9% |
| 5Y | -18.1% | +238.2% | -256.3% | -48.7% |
| 10Y | +134.7% | +313.4% | -178.7% | +28.5% |
| All | +432.8% | +216.4% | +216.3% | +195.7% |
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