+75.2%
XLF vs ROL
+1.0%
+74.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -0.9% |
| 7D | +0.2% | -3.4% | +3.6% | +0.9% |
| 30D | -0.5% | -6.9% | +6.4% | +0.9% |
| 3M | +10.6% | -24.6% | +35.2% | +17.0% |
| 6M | +14.3% | -39.5% | +53.8% | +27.0% |
| YTD | +5.5% | -41.1% | +46.6% | +17.6% |
| 1Y | +9.6% | -37.9% | +47.5% | +20.4% |
| 3Y | +75.2% | +0.8% | +74.4% | +74.0% |
| All | +75.2% | +1.0% | +74.1% | +74.0% |
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