+250.2%
XLI vs ROL
+210.1%
+40.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.3% | -3.2% | +0.9% | -1.2% |
| 30D | -8.2% | -6.6% | -1.5% | -6.0% |
| 3M | +0.8% | -27.3% | +28.1% | +11.8% |
| 6M | +0.8% | -38.1% | +38.9% | +18.3% |
| YTD | +10.5% | -41.8% | +52.3% | +32.0% |
| 1Y | +14.1% | -37.8% | +51.9% | +32.5% |
| 3Y | +68.6% | -0.3% | +68.9% | +60.7% |
| 5Y | +80.4% | -5.1% | +85.5% | +71.1% |
| All | +250.2% | +210.1% | +40.1% | +106.2% |
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 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