+205.1%
ROL vs XYL
+149.5%
+55.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | -6.6% | -13.2% | +6.6% | -2.0% |
| 3M | -27.3% | -0.2% | -27.1% | -27.7% |
| 6M | -38.1% | -12.5% | -25.6% | -35.6% |
| YTD | -41.8% | -20.9% | -20.9% | -37.5% |
| 1Y | -37.8% | -21.6% | -16.2% | -33.1% |
| 3Y | -0.3% | +16.1% | -16.5% | -10.2% |
| 5Y | -5.1% | -15.6% | +10.6% | -5.1% |
| All | +205.1% | +149.5% | +55.6% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling