+139.9%
XLC vs ROL
+63.8%
+76.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -1.4% | -3.3% | +1.9% | -0.4% |
| 30D | -0.9% | -7.2% | +6.3% | +1.3% |
| 3M | -0.3% | -27.0% | +26.7% | +9.3% |
| 6M | -5.2% | -39.5% | +34.3% | +9.9% |
| YTD | -5.3% | -41.8% | +36.5% | +10.7% |
| 1Y | -2.8% | -38.9% | +36.1% | +11.5% |
| 3Y | +71.2% | -0.4% | +71.6% | +64.3% |
| 5Y | +37.6% | -4.2% | +41.8% | +30.1% |
| All | +139.9% | +63.8% | +76.1% | +59.0% |
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