+144.4%
XYL vs RRC
+6.1%
+138.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.8% | -1.7% | +2.6% | +1.1% |
| 30D | -10.8% | +3.6% | -14.4% | -11.2% |
| 3M | -2.5% | +8.8% | -11.4% | -3.7% |
| 6M | -12.2% | +0.8% | -13.0% | -12.6% |
| YTD | -20.1% | +19.0% | -39.0% | -22.1% |
| 1Y | -20.6% | +22.9% | -43.6% | -23.2% |
| 3Y | +17.3% | +32.3% | -15.0% | +11.3% |
| 5Y | -14.5% | +151.6% | -166.1% | -27.2% |
| All | +144.4% | +6.1% | +138.2% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling