+1,117.4%
XLI vs ROL
+5,108.3%
-3,990.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -1.1% | -1.4% | +0.4% | -0.6% |
| 30D | -5.9% | -4.1% | -1.9% | -4.6% |
| 3M | -0.3% | -22.5% | +22.2% | +8.4% |
| 6M | +0.1% | -37.7% | +37.8% | +17.4% |
| YTD | +13.6% | -39.6% | +53.2% | +34.2% |
| 1Y | +17.2% | -36.0% | +53.2% | +35.1% |
| 3Y | +68.2% | -5.1% | +73.3% | +65.6% |
| 5Y | +80.7% | -3.4% | +84.1% | +73.4% |
| 10Y | +253.3% | +215.2% | +38.0% | +113.6% |
| All | +1,117.4% | +5,108.3% | -3,990.9% | +192.7% |
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