+73.6%
XLC vs ROL
+7.0%
+66.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.6% |
| 30D | +1.0% | -4.1% | +5.1% | +1.7% |
| 3M | -0.7% | -22.5% | +21.8% | +3.4% |
| 6M | -5.1% | -37.7% | +32.5% | +2.0% |
| YTD | -4.3% | -39.6% | +35.3% | +3.3% |
| 1Y | -0.6% | -36.0% | +35.5% | +6.3% |
| All | +73.6% | +7.0% | +66.5% | +79.1% |
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