+418.1%
RIO vs XYL
+449.8%
-31.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +1.4% |
| 7D | 0.0% | -5.0% | +5.0% | +2.6% |
| 30D | +4.0% | -13.2% | +17.2% | +11.5% |
| 3M | +0.1% | -3.7% | +3.8% | +1.3% |
| 6M | +12.7% | -17.7% | +30.4% | +23.4% |
| YTD | +35.6% | -21.5% | +57.1% | +51.0% |
| 1Y | +73.7% | -24.5% | +98.2% | +97.2% |
| 3Y | +93.3% | +6.9% | +86.4% | +78.2% |
| 5Y | +92.4% | -18.1% | +110.5% | +98.8% |
| 10Y | +606.9% | +134.7% | +472.2% | +264.5% |
| All | +418.1% | +449.8% | -31.7% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling