+644.7%
ROL vs XYL
+449.8%
+195.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +1.1% |
| 7D | -1.4% | -5.0% | +3.6% | +0.3% |
| 30D | -4.1% | -13.2% | +9.1% | +0.6% |
| 3M | -22.5% | -3.7% | -18.8% | -21.9% |
| 6M | -37.7% | -17.7% | -20.0% | -33.8% |
| YTD | -39.6% | -21.5% | -18.1% | -35.0% |
| 1Y | -36.0% | -24.5% | -11.5% | -30.3% |
| 3Y | -5.1% | +6.9% | -12.1% | -11.0% |
| 5Y | -3.4% | -18.1% | +14.7% | -2.0% |
| 10Y | +215.2% | +134.7% | +80.5% | +111.3% |
| All | +644.7% | +449.8% | +195.0% | +265.0% |
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 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