+68.1%
RIO vs XYL
-21.7%
+89.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | -3.4% | -1.2% | -2.1% | -3.1% |
| 30D | +0.6% | -13.2% | +13.7% | +4.2% |
| 3M | +2.5% | -0.2% | +2.7% | +0.9% |
| 6M | +10.8% | -12.5% | +23.3% | +13.3% |
| YTD | +30.5% | -20.9% | +51.4% | +33.4% |
| 1Y | +68.1% | -21.6% | +89.7% | +76.8% |
| All | +68.1% | -21.7% | +89.8% | +76.8% |
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 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