+30.8%
RIO vs XYL
-30.7%
+61.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.0% | -1.4% | +3.0% |
| 7D | -1.6% | +14.5% | -16.1% | -3.2% |
| 30D | -11.6% | -1.3% | -10.3% | -12.1% |
| 3M | -12.7% | -17.0% | +4.3% | -9.5% |
| 6M | -12.4% | -11.3% | -1.1% | -11.6% |
| YTD | +11.0% | -25.0% | +36.0% | +12.4% |
| 1Y | +30.8% | -31.5% | +62.4% | +40.4% |
| All | +30.8% | -30.7% | +61.5% | +40.4% |
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