+100.2%
XBI vs ROL
-1.4%
+101.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -4.6% | -3.2% | -1.4% | -4.1% |
| 30D | -0.8% | -6.6% | +5.8% | +0.3% |
| 3M | +21.8% | -27.3% | +49.1% | +28.9% |
| 6M | +23.2% | -38.1% | +61.3% | +34.8% |
| YTD | +28.7% | -41.8% | +70.5% | +42.3% |
| 1Y | +67.8% | -37.8% | +105.6% | +82.1% |
| All | +100.2% | -1.4% | +101.6% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling