+703.1%
ROL vs XYL
+394.7%
+308.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | +0.8% | -5.9% | +6.6% | +2.9% |
| 30D | +20.6% | -7.3% | +27.9% | +23.2% |
| 3M | +4.5% | -22.5% | +27.0% | +13.4% |
| 6M | -26.5% | -14.4% | -12.1% | -23.3% |
| YTD | -34.8% | -29.4% | -5.5% | -27.7% |
| 1Y | -33.2% | -35.6% | +2.4% | -23.4% |
| 3Y | +4.5% | +0.3% | +4.2% | -0.3% |
| 5Y | +15.5% | -22.3% | +37.9% | +18.7% |
| 10Y | +217.2% | +103.2% | +114.0% | +122.3% |
| All | +703.1% | +394.7% | +308.4% | +306.1% |
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