+141.9%
XYL vs RRC
+6.5%
+135.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.2% | -1.2% | -0.1% | -1.1% |
| 30D | -13.2% | +3.0% | -16.1% | -13.5% |
| 3M | -0.2% | +7.3% | -7.4% | -1.1% |
| 6M | -12.5% | +3.6% | -16.1% | -13.2% |
| YTD | -20.9% | +19.4% | -40.3% | -23.0% |
| 1Y | -21.6% | +21.4% | -43.0% | -24.0% |
| 3Y | +16.1% | +32.8% | -16.6% | +10.1% |
| 5Y | -15.6% | +152.0% | -167.6% | -28.2% |
| All | +141.9% | +6.5% | +135.4% | +81.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling