+22.3%
XBI vs ROL
+15.7%
+6.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.1% |
| 7D | -1.1% | +3.0% | -4.1% | -1.8% |
| 30D | +2.6% | +19.8% | -17.2% | -2.5% |
| 3M | -4.0% | +7.9% | -11.9% | -6.2% |
| 6M | +10.9% | -25.6% | +36.6% | +20.7% |
| YTD | +23.6% | -34.1% | +57.7% | +39.2% |
| 1Y | +35.1% | -31.4% | +66.5% | +50.0% |
| 3Y | +125.2% | +4.7% | +120.5% | +108.5% |
| All | +22.3% | +15.7% | +6.6% | +0.1% |
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