+88.7%
RIG vs XYL
-23.4%
+112.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.6% |
| 7D | +0.9% | -5.0% | +5.9% | +1.3% |
| 30D | +13.8% | -13.2% | +27.0% | +15.4% |
| 3M | -6.4% | -3.7% | -2.7% | -7.4% |
| 6M | -8.2% | -17.7% | +9.5% | -2.9% |
| YTD | +41.6% | -21.5% | +63.2% | +51.3% |
| 1Y | +88.7% | -24.5% | +113.2% | +109.2% |
| All | +88.7% | -23.4% | +112.1% | +109.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling