+18.6%
XYL vs RRC
+32.7%
-14.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.2% | +3.0% |
| 7D | +1.8% | -1.2% | +3.0% | +1.9% |
| 30D | -9.2% | +9.4% | -18.7% | -10.0% |
| 3M | -0.3% | +7.4% | -7.7% | -1.1% |
| 6M | -11.0% | +1.5% | -12.4% | -11.4% |
| YTD | -19.2% | +19.4% | -38.6% | -21.5% |
| 1Y | -21.2% | +24.2% | -45.4% | -24.3% |
| 3Y | +18.6% | +32.8% | -14.2% | +12.4% |
| All | +18.6% | +32.7% | -14.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling