+754.7%
ROK vs XYL
+389.9%
+364.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +7.1% | -3.7% | +10.8% | +9.6% |
| 30D | -5.0% | -8.3% | +3.4% | -1.5% |
| 3M | -9.4% | -21.4% | +12.0% | +3.5% |
| 6M | -11.0% | -12.9% | +1.9% | -5.4% |
| YTD | +4.4% | -30.1% | +34.5% | +27.4% |
| 1Y | +7.4% | -35.2% | +42.6% | +37.7% |
| 3Y | +61.0% | -0.8% | +61.7% | +53.9% |
| 5Y | +30.4% | -23.2% | +53.6% | +44.6% |
| 10Y | +264.8% | +101.2% | +163.5% | +116.7% |
| All | +754.7% | +389.9% | +364.8% | +215.2% |
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 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