+108.2%
ROST vs XYL
-15.4%
+123.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -2.2% | +0.8% | -3.1% | -2.6% |
| 30D | -11.4% | -10.8% | -0.6% | -7.0% |
| 3M | -1.6% | -2.5% | +0.9% | -1.1% |
| 6M | +6.8% | -12.2% | +19.0% | +12.3% |
| YTD | +25.8% | -20.1% | +45.9% | +37.3% |
| 1Y | +52.4% | -20.6% | +73.1% | +66.8% |
| 3Y | +94.4% | +17.3% | +77.0% | +69.3% |
| 5Y | +108.2% | -14.5% | +122.7% | +100.2% |
| All | +108.2% | -15.4% | +123.7% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling