+111.4%
XLK vs ROL
+15.7%
+95.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.4% |
| 7D | +3.4% | +3.0% | +0.4% | +2.9% |
| 30D | -10.6% | +19.8% | -30.4% | -13.4% |
| 3M | -10.6% | +7.9% | -18.5% | -11.8% |
| 6M | -3.5% | -25.6% | +22.2% | +2.8% |
| YTD | +18.7% | -34.1% | +52.8% | +29.9% |
| 1Y | +19.4% | -31.4% | +50.8% | +29.1% |
| 3Y | +94.5% | +4.7% | +89.8% | +80.5% |
| All | +111.4% | +15.7% | +95.8% | +76.0% |
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