+56.8%
RGTI vs XYL
-16.2%
+73.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.2% |
| 3M | -26.0% | -1.5% | -24.4% | -27.1% |
| 6M | -9.9% | -11.9% | +2.0% | -2.3% |
| YTD | -31.1% | -20.6% | -10.5% | -18.8% |
| 1Y | -8.5% | -23.5% | +15.0% | +12.5% |
| 3Y | +652.2% | +14.9% | +637.4% | +635.0% |
| All | +56.8% | -16.2% | +73.0% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling