-20.2%
XYL vs RRC
+114.1%
-134.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.1% | -10.3% | +12.4% | +3.1% |
| 30D | -3.4% | +19.5% | -22.8% | -5.7% |
| 3M | -17.2% | +27.9% | -45.1% | -19.9% |
| 6M | -12.0% | +21.2% | -33.2% | -14.6% |
| YTD | -26.3% | +39.6% | -65.9% | -30.0% |
| 1Y | -33.5% | +31.3% | -64.8% | -36.3% |
| 3Y | +6.4% | +51.9% | -45.5% | -1.4% |
| All | -20.2% | +114.1% | -134.3% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling