+869.9%
XBI vs ROL
+1,762.6%
-892.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.5% |
| 7D | -1.1% | +3.0% | -4.1% | -2.3% |
| 30D | +2.6% | +19.8% | -17.2% | -5.1% |
| 3M | -4.0% | +7.9% | -11.9% | -7.7% |
| 6M | +10.9% | -25.6% | +36.6% | +23.7% |
| YTD | +23.6% | -34.1% | +57.7% | +44.3% |
| 1Y | +35.1% | -31.4% | +66.5% | +54.9% |
| 3Y | +125.2% | +4.7% | +120.5% | +110.1% |
| 5Y | +19.7% | +15.6% | +4.1% | +4.5% |
| 10Y | +130.6% | +220.6% | -90.0% | +20.2% |
| All | +869.9% | +1,762.6% | -892.7% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling