-85.4%
RIG vs XYL
+466.0%
-551.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -3.7% |
| 7D | -2.7% | +1.8% | -4.5% | -4.1% |
| 30D | +9.5% | -9.2% | +18.7% | +17.0% |
| 3M | -6.6% | -0.3% | -6.4% | -8.3% |
| 6M | -2.9% | -11.0% | +8.1% | +2.7% |
| YTD | +39.5% | -19.2% | +58.7% | +58.0% |
| 1Y | +82.3% | -21.2% | +103.5% | +110.0% |
| 3Y | -29.6% | +18.6% | -48.2% | -42.1% |
| 5Y | +63.2% | -14.3% | +77.5% | +67.6% |
| 10Y | -45.0% | +141.0% | -186.0% | -72.5% |
| All | -85.4% | +466.0% | -551.3% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling