+302.7%
ROST vs XYL
+149.5%
+153.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -2.5% | -1.2% | -1.2% | -1.9% |
| 30D | -10.3% | -13.2% | +2.9% | -3.9% |
| 3M | -2.6% | -0.2% | -2.4% | -3.2% |
| 6M | +6.5% | -12.5% | +19.0% | +12.9% |
| YTD | +25.9% | -20.9% | +46.8% | +39.7% |
| 1Y | +52.3% | -21.6% | +73.9% | +69.5% |
| 3Y | +94.6% | +16.1% | +78.4% | +70.9% |
| 5Y | +111.1% | -15.6% | +126.7% | +114.7% |
| All | +302.7% | +149.5% | +153.2% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling