+76.1%
XBI vs ROL
-35.4%
+111.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +0.9% | -1.4% | +2.3% | +1.0% |
| 30D | +7.1% | -4.1% | +11.1% | +7.3% |
| 3M | +22.9% | -22.5% | +45.4% | +25.1% |
| 6M | +29.7% | -37.7% | +67.4% | +35.3% |
| YTD | +34.5% | -39.6% | +74.1% | +40.5% |
| 1Y | +76.1% | -36.0% | +112.1% | +83.2% |
| All | +76.1% | -35.4% | +111.5% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling