+167.7%
XLB vs ROL
+222.1%
-54.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.2% |
| 7D | -1.4% | +7.5% | -8.9% | -3.8% |
| 30D | +7.1% | +21.1% | -14.0% | +0.2% |
| 3M | +0.6% | +3.1% | -2.5% | -0.8% |
| 6M | +3.5% | -27.4% | +30.9% | +14.6% |
| YTD | +18.2% | -34.7% | +53.0% | +35.3% |
| 1Y | +25.6% | -32.9% | +58.5% | +42.2% |
| 3Y | +46.7% | +6.1% | +40.5% | +37.5% |
| 5Y | +30.9% | +16.3% | +14.6% | +15.6% |
| 10Y | +167.7% | +214.9% | -47.1% | +57.3% |
| All | +167.7% | +222.1% | -54.3% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling