+80.1%
XLF vs ROL
+3.2%
+76.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.4% |
| 7D | +1.2% | -1.7% | +2.9% | +1.6% |
| 30D | +6.2% | +18.5% | -12.3% | +2.7% |
| 3M | +0.9% | +4.3% | -3.5% | 0.0% |
| 6M | +13.6% | -27.7% | +41.4% | +21.5% |
| YTD | +7.6% | -35.8% | +43.4% | +17.8% |
| 1Y | +10.2% | -34.1% | +44.3% | +19.8% |
| All | +80.1% | +3.2% | +76.9% | +78.2% |
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