+348.5%
ROK vs XYL
+150.5%
+198.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -1.2% | +1.2% | -2.5% | -2.1% |
| 30D | -4.8% | -11.9% | +7.1% | +3.8% |
| 3M | -6.1% | -1.5% | -4.5% | -5.9% |
| 6M | +15.5% | -11.9% | +27.4% | +25.0% |
| YTD | +11.2% | -20.6% | +31.8% | +28.7% |
| 1Y | +23.8% | -23.5% | +47.4% | +47.3% |
| 3Y | +53.1% | +14.9% | +38.3% | +34.0% |
| 5Y | +48.3% | -15.3% | +63.6% | +58.0% |
| All | +348.5% | +150.5% | +198.0% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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