-34.7%
ROL vs XHB
+5.8%
-40.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.7% | +1.4% |
| 7D | +14.6% | +9.7% | +4.8% | +12.0% |
| 30D | +29.3% | +11.7% | +17.6% | +25.8% |
| 3M | +2.0% | -1.4% | +3.4% | +1.3% |
| 6M | -28.5% | +6.8% | -35.3% | -30.5% |
| YTD | -35.3% | +5.5% | -40.8% | -36.9% |
| 1Y | -34.7% | +5.1% | -39.8% | -36.2% |
| All | -34.7% | +5.8% | -40.5% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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