+30.1%
ROK vs XYL
-23.3%
+53.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +7.1% | -3.7% | +10.8% | +9.3% |
| 30D | -5.0% | -8.3% | +3.4% | -1.9% |
| 3M | -9.4% | -21.4% | +12.0% | +2.9% |
| 6M | -11.0% | -12.9% | +1.9% | -6.0% |
| YTD | +4.4% | -30.1% | +34.5% | +26.4% |
| 1Y | +7.4% | -35.2% | +42.6% | +36.6% |
| 3Y | +61.0% | -0.8% | +61.7% | +52.1% |
| All | +30.1% | -23.3% | +53.5% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling