+61.0%
ROK vs XYL
-0.5%
+61.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +7.1% | -3.7% | +10.8% | +9.0% |
| 30D | -5.0% | -8.3% | +3.4% | -2.4% |
| 3M | -9.4% | -21.4% | +12.0% | +2.1% |
| 6M | -11.0% | -12.9% | +1.9% | -6.8% |
| YTD | +4.4% | -30.1% | +34.5% | +25.0% |
| 1Y | +7.4% | -35.2% | +42.6% | +35.4% |
| 3Y | +61.0% | -0.8% | +61.7% | +36.8% |
| All | +61.0% | -0.5% | +61.4% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling