+83.9%
ROKU vs XYL
+15.7%
+68.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -0.4% | +1.2% | -1.6% | -1.3% |
| 30D | +2.1% | -11.9% | +14.0% | +11.5% |
| 3M | +29.5% | -1.5% | +31.0% | +28.7% |
| 6M | +53.8% | -11.9% | +65.7% | +65.6% |
| YTD | +42.8% | -20.6% | +63.4% | +64.9% |
| 1Y | +60.7% | -23.5% | +84.2% | +91.3% |
| 3Y | +83.9% | +14.9% | +69.0% | +32.7% |
| All | +83.9% | +15.7% | +68.2% | +32.7% |
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