+61.0%
XLC vs ROL
+3.8%
+57.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.8% |
| 7D | +4.9% | +9.5% | -4.6% | +3.4% |
| 30D | -5.8% | +22.9% | -28.8% | -8.9% |
| 3M | -5.4% | +3.5% | -9.0% | -5.9% |
| 6M | -10.2% | -29.4% | +19.2% | -4.6% |
| YTD | -10.2% | -36.1% | +25.9% | -3.2% |
| 1Y | -5.6% | -34.4% | +28.7% | +1.2% |
| 3Y | +61.0% | +4.0% | +57.0% | +58.6% |
| All | +61.0% | +3.8% | +57.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling