+142.5%
XLC vs ROL
+70.0%
+72.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | +1.0% | -4.1% | +5.1% | +2.3% |
| 3M | -0.7% | -22.5% | +21.8% | +6.9% |
| 6M | -5.1% | -37.7% | +32.5% | +9.0% |
| YTD | -4.3% | -39.6% | +35.3% | +10.7% |
| 1Y | -0.6% | -36.0% | +35.5% | +12.5% |
| 3Y | +72.7% | -5.1% | +77.8% | +68.8% |
| 5Y | +38.0% | -3.4% | +41.4% | +30.5% |
| All | +142.5% | +70.0% | +72.5% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling