-4.2%
ROL vs XHB
+34.8%
-39.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -3.3% | -1.9% | -1.4% | -2.8% |
| 30D | -7.2% | -8.3% | +1.1% | -5.1% |
| 3M | -27.0% | -7.1% | -19.8% | -25.8% |
| 6M | -39.5% | -5.3% | -34.3% | -39.0% |
| YTD | -41.8% | -3.2% | -38.6% | -41.8% |
| 1Y | -38.9% | -13.9% | -25.0% | -36.8% |
| 3Y | -0.4% | +24.9% | -25.3% | -11.8% |
| 5Y | -4.2% | +34.5% | -38.7% | -17.7% |
| All | -4.2% | +34.8% | -39.1% | -17.7% |
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 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