+52.7%
ROST vs XYL
-30.7%
+83.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.0% | +1.1% | +4.9% |
| 7D | +7.8% | +14.5% | -6.7% | +4.5% |
| 30D | +8.6% | -1.3% | +9.9% | +8.2% |
| 3M | -1.9% | -17.0% | +15.0% | +2.8% |
| 6M | +9.1% | -11.3% | +20.5% | +11.8% |
| YTD | +37.2% | -25.0% | +62.2% | +44.3% |
| 1Y | +52.7% | -31.5% | +84.3% | +74.5% |
| All | +52.7% | -30.7% | +83.4% | +74.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling