+103.5%
RIO vs XYL
-15.4%
+119.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | +1.0% | +0.8% | +0.1% | +0.7% |
| 30D | +4.0% | -10.8% | +14.9% | +7.8% |
| 3M | +4.5% | -2.5% | +7.1% | +4.8% |
| 6M | +17.3% | -12.2% | +29.5% | +21.6% |
| YTD | +36.2% | -20.1% | +56.3% | +44.8% |
| 1Y | +76.1% | -20.6% | +96.8% | +87.6% |
| 3Y | +102.5% | +17.3% | +85.2% | +88.5% |
| 5Y | +103.5% | -14.5% | +118.0% | +93.6% |
| All | +103.5% | -15.4% | +119.0% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling