+15.5%
ROL vs XHB
+33.4%
-17.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.8% | -4.1% | +4.9% | +1.9% |
| 30D | +20.6% | +9.6% | +11.0% | +17.5% |
| 3M | +4.5% | -6.0% | +10.5% | +6.0% |
| 6M | -26.5% | +2.2% | -28.7% | -27.5% |
| YTD | -34.8% | +1.1% | -36.0% | -35.7% |
| 1Y | -33.2% | -1.7% | -31.5% | -33.6% |
| 3Y | +4.5% | +36.5% | -32.0% | -10.1% |
| 5Y | +15.5% | +33.5% | -17.9% | -0.1% |
| All | +15.5% | +33.4% | -17.9% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling