+39.7%
RIG vs XYL
-30.7%
+70.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.0% | -12.6% | -7.3% |
| 7D | -18.8% | +14.5% | -33.3% | -18.6% |
| 30D | -1.1% | -1.3% | +0.2% | -0.1% |
| 3M | +4.4% | -17.0% | +21.4% | +6.5% |
| 6M | -20.8% | -11.3% | -9.5% | -19.9% |
| YTD | +32.0% | -25.0% | +56.9% | +41.8% |
| 1Y | +39.7% | -31.5% | +71.3% | +62.3% |
| All | +39.7% | -30.7% | +70.4% | +62.3% |
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 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