+29.0%
XLB vs ROL
+13.1%
+15.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -1.5% | +9.5% | -11.0% | -3.8% |
| 30D | +6.1% | +22.9% | -16.9% | +0.4% |
| 3M | 0.0% | +3.5% | -3.5% | -1.1% |
| 6M | 0.0% | -29.4% | +29.3% | +9.3% |
| YTD | +16.0% | -36.1% | +52.1% | +30.0% |
| 1Y | +24.7% | -34.4% | +59.1% | +38.6% |
| 3Y | +40.4% | +4.0% | +36.4% | +33.0% |
| All | +29.0% | +13.1% | +15.9% | +15.7% |
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