+80.9%
XLI vs ROL
-6.0%
+86.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -0.6% | -3.3% | +2.7% | +0.3% |
| 30D | -6.9% | -7.2% | +0.3% | -5.2% |
| 3M | -1.9% | -27.0% | +25.0% | +5.9% |
| 6M | +1.0% | -39.5% | +40.5% | +15.0% |
| YTD | +11.3% | -41.8% | +53.1% | +27.7% |
| 1Y | +15.8% | -38.9% | +54.7% | +30.6% |
| 3Y | +69.8% | -0.4% | +70.2% | +62.4% |
| 5Y | +80.9% | -4.2% | +85.1% | +66.5% |
| All | +80.9% | -6.0% | +86.9% | +66.5% |
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 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