+246.5%
XLF vs ROL
+210.1%
+36.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.9% | -3.2% | +0.3% | -1.8% |
| 30D | -1.6% | -6.6% | +5.0% | +0.6% |
| 3M | +9.3% | -27.3% | +36.6% | +21.0% |
| 6M | +14.6% | -38.1% | +52.7% | +33.8% |
| YTD | +4.7% | -41.8% | +46.5% | +24.5% |
| 1Y | +8.6% | -37.8% | +46.4% | +25.8% |
| 3Y | +73.9% | -0.3% | +74.2% | +67.1% |
| 5Y | +65.0% | -5.1% | +70.1% | +57.8% |
| All | +246.5% | +210.1% | +36.4% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling