+120.7%
XLK vs ROL
-1.5%
+122.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +2.3% | -3.3% | +5.6% | +2.5% |
| 30D | +0.8% | -7.2% | +8.1% | +1.2% |
| 3M | +4.1% | -27.0% | +31.0% | +6.2% |
| 6M | +34.8% | -39.5% | +74.3% | +40.8% |
| YTD | +30.8% | -41.8% | +72.6% | +37.3% |
| 1Y | +42.4% | -38.9% | +81.2% | +48.1% |
| All | +120.7% | -1.5% | +122.1% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling