+0.8%
ROL vs XHB
+26.5%
-25.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -6.9% | -9.1% | +2.1% | -5.3% |
| 3M | -24.6% | -2.3% | -22.3% | -24.5% |
| 6M | -39.5% | -4.1% | -35.4% | -39.3% |
| YTD | -41.1% | -1.7% | -39.4% | -41.2% |
| 1Y | -37.9% | -15.1% | -22.8% | -36.3% |
| 3Y | +0.8% | +26.8% | -26.0% | -11.2% |
| All | +0.8% | +26.5% | -25.7% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling