-4.1%
XLC vs ROL
-32.4%
+28.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.1% |
| 7D | +7.1% | +7.5% | -0.4% | +6.0% |
| 30D | -2.7% | +21.1% | -23.9% | -5.3% |
| 3M | -3.2% | +3.1% | -6.3% | -3.0% |
| 6M | -7.7% | -27.4% | +19.8% | -1.9% |
| YTD | -8.0% | -34.7% | +26.8% | -0.8% |
| All | -4.1% | -32.4% | +28.3% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling