+550.6%
ROKU vs XYL
+90.9%
+459.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | -3.0% | +0.8% | -3.9% | -3.6% |
| 30D | +0.7% | -10.8% | +11.5% | +7.7% |
| 3M | +26.5% | -2.5% | +29.0% | +27.3% |
| 6M | +52.6% | -12.2% | +64.8% | +63.3% |
| YTD | +40.9% | -20.1% | +61.0% | +58.7% |
| 1Y | +57.6% | -20.6% | +78.3% | +77.9% |
| 3Y | +83.2% | +17.3% | +65.8% | +64.5% |
| 5Y | -54.8% | -14.5% | -40.3% | -53.7% |
| All | +550.6% | +90.9% | +459.7% | +454.5% |
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