+96.0%
ROST vs XYL
+16.4%
+79.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -2.2% | +0.8% | -3.1% | -2.5% |
| 30D | -11.4% | -10.8% | -0.6% | -8.1% |
| 3M | -1.6% | -2.5% | +0.9% | -1.2% |
| 6M | +6.8% | -12.2% | +19.0% | +10.9% |
| YTD | +25.8% | -20.1% | +45.9% | +34.3% |
| 1Y | +52.4% | -20.6% | +73.1% | +63.0% |
| All | +96.0% | +16.4% | +79.5% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling