+159.6%
XLB vs ROL
+203.4%
-43.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.1% |
| 7D | -0.2% | -3.4% | +3.2% | +0.9% |
| 30D | -1.7% | -6.9% | +5.2% | +0.7% |
| 3M | +4.4% | -24.6% | +29.0% | +14.4% |
| 6M | +5.0% | -39.5% | +44.6% | +24.2% |
| YTD | +15.5% | -41.1% | +56.6% | +37.2% |
| 1Y | +14.9% | -37.9% | +52.9% | +33.6% |
| 3Y | +34.5% | +0.8% | +33.7% | +28.2% |
| 5Y | +36.5% | -4.7% | +41.2% | +29.8% |
| 10Y | +159.6% | +207.9% | -48.3% | +56.0% |
| All | +159.6% | +203.4% | -43.8% | +56.0% |
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 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