+345.8%
RIO vs XYL
+100.4%
+245.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -3.7% | +2.8% | +0.7% |
| 30D | -9.1% | -8.3% | -0.8% | -6.7% |
| 3M | -13.7% | -21.4% | +7.8% | -5.2% |
| 6M | -24.3% | -12.9% | -11.4% | -21.1% |
| YTD | +8.9% | -30.1% | +39.0% | +24.6% |
| 1Y | +22.7% | -35.2% | +57.8% | +45.4% |
| 3Y | +51.2% | -0.8% | +51.9% | +43.3% |
| 5Y | +88.1% | -23.2% | +111.4% | +98.0% |
| All | +345.8% | +100.4% | +245.4% | +161.8% |
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