-24.5%
XYL vs RRC
+23.4%
-47.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -2.1% |
| 7D | -5.0% | +1.3% | -6.4% | -5.0% |
| 30D | -13.2% | +10.1% | -23.3% | -12.6% |
| 3M | -3.7% | +4.0% | -7.7% | -3.2% |
| 6M | -17.7% | +1.6% | -19.3% | -17.6% |
| YTD | -21.5% | +19.7% | -41.2% | -21.4% |
| 1Y | -24.5% | +21.4% | -45.9% | -23.4% |
| All | -24.5% | +23.4% | -47.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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