+0.8%
ROL vs XYL
+18.1%
-17.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.0% |
| 7D | -3.4% | +1.8% | -5.2% | -3.7% |
| 30D | -6.9% | -9.2% | +2.3% | -5.5% |
| 3M | -24.6% | -0.3% | -24.3% | -24.7% |
| 6M | -39.5% | -11.0% | -28.6% | -38.4% |
| YTD | -41.1% | -19.2% | -21.9% | -39.2% |
| 1Y | -37.9% | -21.2% | -16.7% | -35.7% |
| 3Y | +0.8% | +18.6% | -17.8% | -7.0% |
| All | +0.8% | +18.1% | -17.3% | -7.0% |
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 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