+429.4%
XLF vs ROL
+5,576.3%
-5,146.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.3% |
| 7D | +2.7% | +3.0% | -0.3% | +1.3% |
| 30D | +7.6% | +19.8% | -12.1% | -0.7% |
| 3M | +1.1% | +7.9% | -6.8% | -2.8% |
| 6M | +15.9% | -25.6% | +41.5% | +30.1% |
| YTD | +8.4% | -34.1% | +42.6% | +27.7% |
| 1Y | +12.5% | -31.4% | +43.9% | +30.0% |
| 3Y | +81.6% | +4.7% | +76.9% | +70.2% |
| 5Y | +59.3% | +15.6% | +43.7% | +38.8% |
| 10Y | +225.4% | +220.6% | +4.8% | +64.7% |
| All | +429.4% | +5,576.3% | -5,146.9% | -15.5% |
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 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