+70.8%
XLI vs ROL
+16.5%
+54.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.5% | +3.4% | -4.9% | -2.3% |
| 30D | -0.3% | +20.8% | -21.1% | -5.0% |
| 3M | -8.4% | +3.7% | -12.1% | -9.3% |
| 6M | -2.1% | -27.7% | +25.6% | +6.5% |
| YTD | +9.6% | -34.9% | +44.6% | +22.7% |
| 1Y | +10.7% | -33.3% | +44.0% | +22.8% |
| 3Y | +71.6% | +4.3% | +67.2% | +61.9% |
| 5Y | +70.8% | +15.0% | +55.8% | +51.9% |
| All | +70.8% | +16.5% | +54.3% | +51.9% |
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