-1.7%
XLC vs ROL
-37.3%
+35.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.1% |
| 7D | +0.6% | -3.4% | +4.0% | +1.0% |
| 30D | +0.2% | -6.9% | +7.2% | +1.2% |
| 3M | +0.6% | -24.6% | +25.3% | +4.3% |
| 6M | -4.5% | -39.5% | +35.0% | +0.9% |
| YTD | -4.7% | -41.1% | +36.4% | +1.3% |
| 1Y | -1.7% | -37.9% | +36.3% | +5.6% |
| All | -1.7% | -37.3% | +35.6% | +5.6% |
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