+432.8%
XYL vs RRC
-27.3%
+460.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | -5.0% | +1.3% | -6.4% | -5.2% |
| 30D | -13.2% | +10.1% | -23.3% | -14.3% |
| 3M | -3.7% | +4.0% | -7.7% | -4.4% |
| 6M | -17.7% | +1.6% | -19.3% | -18.2% |
| YTD | -21.5% | +19.7% | -41.2% | -23.8% |
| 1Y | -24.5% | +21.4% | -45.9% | -27.0% |
| 3Y | +6.9% | +29.7% | -22.7% | +1.2% |
| 5Y | -18.1% | +153.9% | -171.9% | -31.6% |
| 10Y | +134.7% | +10.8% | +123.9% | +92.4% |
| All | +432.8% | -27.3% | +460.1% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling