+133.1%
XLC vs ROL
+83.7%
+49.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.8% |
| 7D | +7.1% | +7.5% | -0.4% | +4.8% |
| 30D | -2.7% | +21.1% | -23.9% | -8.2% |
| 3M | -3.2% | +3.1% | -6.3% | -4.3% |
| 6M | -7.7% | -27.4% | +19.8% | +1.2% |
| YTD | -8.0% | -34.7% | +26.8% | +3.7% |
| 1Y | -3.1% | -32.9% | +29.9% | +8.3% |
| 3Y | +64.9% | +6.1% | +58.8% | +55.7% |
| 5Y | +39.5% | +16.3% | +23.2% | +24.1% |
| All | +133.1% | +83.7% | +49.5% | +49.0% |
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