+943.2%
XBI vs ROL
+1,565.7%
-622.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.1% |
| 7D | -0.9% | -3.4% | +2.5% | +0.5% |
| 30D | +2.9% | -6.9% | +9.8% | +5.9% |
| 3M | +26.2% | -24.6% | +50.8% | +40.9% |
| 6M | +30.7% | -39.5% | +70.3% | +59.9% |
| YTD | +32.9% | -41.1% | +74.0% | +63.6% |
| 1Y | +72.3% | -37.9% | +110.2% | +106.3% |
| 3Y | +107.2% | +0.8% | +106.4% | +96.6% |
| 5Y | +23.2% | -4.7% | +27.8% | +16.8% |
| 10Y | +158.5% | +207.9% | -49.3% | +37.5% |
| All | +943.2% | +1,565.7% | -622.5% | +161.0% |
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