+64.4%
XLF vs ROL
-6.0%
+70.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -1.0% | -3.3% | +2.2% | -0.2% |
| 30D | -1.3% | -7.2% | +5.9% | +0.5% |
| 3M | +9.1% | -27.0% | +36.1% | +17.8% |
| 6M | +14.4% | -39.5% | +53.9% | +29.6% |
| YTD | +5.1% | -41.8% | +46.9% | +19.9% |
| 1Y | +8.6% | -38.9% | +47.5% | +22.1% |
| 3Y | +74.4% | -0.4% | +74.8% | +69.4% |
| 5Y | +64.4% | -4.2% | +68.6% | +55.8% |
| All | +64.4% | -6.0% | +70.3% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling