+54.2%
RGTI vs XYL
+3.9%
+50.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +0.5% | +1.2% | -0.7% | -0.4% |
| 30D | -17.1% | -11.9% | -5.2% | -8.6% |
| 3M | -26.0% | -1.5% | -24.4% | -27.0% |
| 6M | -9.9% | -11.9% | +2.0% | -2.6% |
| YTD | -31.1% | -20.6% | -10.5% | -19.3% |
| 1Y | -8.5% | -23.5% | +15.0% | +11.6% |
| 3Y | +652.2% | +14.9% | +637.4% | +640.0% |
| 5Y | +56.8% | -15.3% | +72.1% | +57.3% |
| All | +54.2% | +3.9% | +50.3% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling