+425.1%
XLF vs ROL
+5,434.6%
-5,009.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.1% |
| 7D | +1.2% | -1.7% | +2.9% | +2.0% |
| 30D | +6.2% | +18.5% | -12.3% | -1.6% |
| 3M | +0.9% | +4.3% | -3.5% | -1.6% |
| 6M | +13.6% | -27.7% | +41.4% | +29.2% |
| YTD | +7.6% | -35.8% | +43.4% | +28.1% |
| 1Y | +10.2% | -34.1% | +44.3% | +29.5% |
| 3Y | +79.8% | +2.9% | +76.9% | +69.8% |
| 5Y | +58.0% | +12.7% | +45.3% | +39.2% |
| 10Y | +222.8% | +212.6% | +10.2% | +65.2% |
| All | +425.1% | +5,434.6% | -5,009.5% | -15.2% |
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 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