+4.6%
XYL vs RRC
+50.2%
-45.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.1% | -10.3% | +12.4% | +2.7% |
| 30D | -3.4% | +19.5% | -22.8% | -5.4% |
| 3M | -17.2% | +27.9% | -45.1% | -19.5% |
| 6M | -12.0% | +21.2% | -33.2% | -14.2% |
| YTD | -26.3% | +39.6% | -65.9% | -29.8% |
| 1Y | -33.5% | +31.3% | -64.8% | -36.2% |
| All | +4.6% | +50.2% | -45.5% | -2.5% |
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