-31.4%
RIVN vs XYL
+15.2%
-46.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | +0.9% | -1.2% | +2.1% | +1.7% |
| 30D | -1.9% | -13.2% | +11.3% | +7.6% |
| 3M | +8.7% | -0.2% | +8.9% | +7.0% |
| 6M | -3.0% | -12.5% | +9.5% | +4.6% |
| YTD | -18.6% | -20.9% | +2.3% | -6.7% |
| 1Y | +15.4% | -21.6% | +36.9% | +32.9% |
| All | -31.4% | +15.2% | -46.7% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling