+580.6%
RIO vs XYL
+149.5%
+431.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.7% |
| 7D | -3.4% | -1.2% | -2.1% | -2.8% |
| 30D | +0.6% | -13.2% | +13.7% | +7.2% |
| 3M | +2.5% | -0.2% | +2.7% | +1.9% |
| 6M | +10.8% | -12.5% | +23.3% | +16.9% |
| YTD | +30.5% | -20.9% | +51.4% | +43.4% |
| 1Y | +68.1% | -21.6% | +89.7% | +85.3% |
| 3Y | +94.0% | +16.1% | +77.9% | +73.1% |
| 5Y | +92.0% | -15.6% | +107.6% | +96.5% |
| All | +580.6% | +149.5% | +431.1% | +269.8% |
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