-42.2%
RIG vs XYL
+150.5%
-192.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | -3.1% | +1.2% | -4.3% | -4.1% |
| 30D | -0.5% | -11.9% | +11.4% | +9.1% |
| 3M | -6.0% | -1.5% | -4.4% | -6.7% |
| 6M | -10.1% | -11.9% | +1.8% | -4.0% |
| YTD | +37.3% | -20.6% | +57.9% | +58.5% |
| 1Y | +73.9% | -23.5% | +97.4% | +106.7% |
| 3Y | -30.2% | +14.9% | -45.0% | -42.4% |
| 5Y | +62.5% | -15.3% | +77.8% | +69.3% |
| All | -42.2% | +150.5% | -192.7% | -72.5% |
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