-4.7%
ROL vs XYL
-14.7%
+10.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -3.4% |
| 7D | -3.4% | +1.8% | -5.2% | -4.0% |
| 30D | -6.9% | -9.2% | +2.3% | -4.3% |
| 3M | -24.6% | -0.3% | -24.3% | -24.9% |
| 6M | -39.5% | -11.0% | -28.6% | -37.7% |
| YTD | -41.1% | -19.2% | -21.9% | -37.7% |
| 1Y | -37.9% | -21.2% | -16.7% | -33.9% |
| 3Y | +0.8% | +18.6% | -17.8% | -10.9% |
| 5Y | -4.7% | -14.3% | +9.6% | -5.8% |
| All | -4.7% | -14.7% | +10.0% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling