+205.1%
ROL vs XHB
+210.4%
-5.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.9% |
| 7D | -3.2% | -5.2% | +2.0% | -1.4% |
| 30D | -6.6% | -12.1% | +5.5% | -2.4% |
| 3M | -27.3% | -6.2% | -21.1% | -26.1% |
| 6M | -38.1% | -6.7% | -31.4% | -37.2% |
| YTD | -41.8% | -5.5% | -36.3% | -41.3% |
| 1Y | -37.8% | -15.6% | -22.2% | -34.8% |
| 3Y | -0.3% | +22.0% | -22.3% | -12.4% |
| 5Y | -5.1% | +31.8% | -36.9% | -20.8% |
| All | +205.1% | +210.4% | -5.3% | +83.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling