+816.1%
XLB vs ROL
+5,411.9%
-4,595.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -1.5% | +9.5% | -11.0% | -4.6% |
| 30D | +6.1% | +22.9% | -16.9% | -1.6% |
| 3M | 0.0% | +3.5% | -3.5% | -1.7% |
| 6M | 0.0% | -29.4% | +29.3% | +11.7% |
| YTD | +16.0% | -36.1% | +52.1% | +33.7% |
| 1Y | +24.7% | -34.4% | +59.1% | +42.3% |
| 3Y | +40.4% | +4.0% | +36.4% | +33.8% |
| 5Y | +30.7% | +13.2% | +17.4% | +18.6% |
| 10Y | +173.3% | +219.7% | -46.4% | +64.8% |
| All | +816.1% | +5,411.9% | -4,595.8% | +136.8% |
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