+226.1%
XLI vs ROL
+221.5%
+4.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.2% |
| 7D | +3.8% | +3.0% | +0.8% | +2.8% |
| 30D | +1.0% | +19.8% | -18.7% | -5.1% |
| 3M | -8.9% | +7.9% | -16.8% | -11.6% |
| 6M | -2.3% | -25.6% | +23.4% | +7.2% |
| YTD | +9.7% | -34.1% | +43.8% | +25.3% |
| 1Y | +12.3% | -31.4% | +43.7% | +26.2% |
| 3Y | +71.5% | +4.7% | +66.8% | +61.2% |
| 5Y | +70.2% | +15.6% | +54.6% | +50.2% |
| All | +226.1% | +221.5% | +4.5% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling