+811.3%
ROK vs XYL
+466.0%
+345.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.0% | -3.0% |
| 7D | +2.8% | +1.8% | +1.0% | +1.5% |
| 30D | -2.4% | -9.2% | +6.8% | +3.8% |
| 3M | -4.7% | -0.3% | -4.4% | -5.2% |
| 6M | +16.8% | -11.0% | +27.7% | +25.0% |
| YTD | +11.4% | -19.2% | +30.6% | +26.5% |
| 1Y | +26.2% | -21.2% | +47.4% | +45.7% |
| 3Y | +51.9% | +18.6% | +33.2% | +31.9% |
| 5Y | +46.4% | -14.3% | +60.7% | +54.4% |
| 10Y | +343.5% | +141.0% | +202.5% | +140.6% |
| All | +811.3% | +466.0% | +345.3% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling