+1,716.1%
ROL vs XHB
+170.3%
+1,545.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -0.7% |
| 7D | -1.7% | -2.4% | +0.8% | -0.7% |
| 30D | +18.5% | +7.1% | +11.5% | +15.1% |
| 3M | +4.3% | -6.0% | +10.3% | +6.9% |
| 6M | -27.7% | +2.1% | -29.8% | -29.1% |
| YTD | -35.8% | -0.6% | -35.2% | -36.7% |
| 1Y | -34.1% | -3.3% | -30.8% | -34.3% |
| 3Y | +2.9% | +34.1% | -31.2% | -14.3% |
| 5Y | +12.7% | +28.6% | -15.9% | -6.8% |
| 10Y | +212.6% | +235.0% | -22.4% | +59.1% |
| All | +1,716.1% | +170.3% | +1,545.9% | +667.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling