+23.8%
ROK vs XYL
-21.4%
+45.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -1.2% | +1.2% | -2.5% | -1.9% |
| 30D | -4.8% | -11.9% | +7.1% | +2.1% |
| 3M | -6.1% | -1.5% | -4.5% | -6.9% |
| 6M | +15.5% | -11.9% | +27.4% | +21.9% |
| YTD | +11.2% | -20.6% | +31.8% | +21.6% |
| 1Y | +23.8% | -23.5% | +47.4% | +39.2% |
| All | +23.8% | -21.4% | +45.3% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling