+1,080.1%
XLI vs ROL
+5,434.6%
-4,354.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | +4.3% | -1.7% | +6.0% | +4.9% |
| 30D | +0.5% | +18.5% | -18.1% | -5.6% |
| 3M | -8.6% | +4.3% | -12.9% | -10.4% |
| 6M | -2.3% | -27.7% | +25.4% | +8.1% |
| YTD | +10.1% | -35.8% | +45.9% | +26.7% |
| 1Y | +11.0% | -34.1% | +45.1% | +26.4% |
| 3Y | +72.3% | +2.9% | +69.3% | +64.5% |
| 5Y | +70.8% | +12.7% | +58.1% | +55.0% |
| 10Y | +228.7% | +212.6% | +16.1% | +98.7% |
| All | +1,080.1% | +5,434.6% | -4,354.5% | +176.4% |
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