+39.2%
XLK vs ROL
-37.8%
+77.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.4% |
| 7D | +0.2% | -3.2% | +3.4% | -0.3% |
| 30D | -0.6% | -4.9% | +4.3% | -1.3% |
| 3M | +2.6% | -25.8% | +28.4% | -1.1% |
| 6M | +34.0% | -37.6% | +71.5% | +28.6% |
| YTD | +30.7% | -41.5% | +72.1% | +26.8% |
| 1Y | +39.2% | -39.5% | +78.7% | +36.7% |
| All | +39.2% | -37.8% | +77.0% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling