+19.9%
XBI vs ROL
-5.1%
+25.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.6% | -3.2% | -1.5% | -3.8% |
| 30D | -2.0% | -4.9% | +2.9% | -0.7% |
| 3M | +17.8% | -25.8% | +43.6% | +27.4% |
| 6M | +23.7% | -37.6% | +61.3% | +40.7% |
| YTD | +28.2% | -41.5% | +69.7% | +48.1% |
| 1Y | +64.0% | -39.5% | +103.4% | +86.9% |
| 3Y | +99.4% | +0.1% | +99.3% | +87.3% |
| All | +19.9% | -5.1% | +25.0% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling