+148.7%
XLK vs ROL
-5.1%
+153.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | -3.2% | +3.4% | +0.8% |
| 30D | -0.6% | -4.9% | +4.3% | +0.3% |
| 3M | +2.6% | -25.8% | +28.4% | +8.6% |
| 6M | +34.0% | -37.6% | +71.5% | +47.5% |
| YTD | +30.7% | -41.5% | +72.1% | +45.8% |
| 1Y | +39.2% | -39.5% | +78.7% | +53.5% |
| 3Y | +120.4% | +0.1% | +120.3% | +104.8% |
| All | +148.7% | -5.1% | +153.8% | +114.4% |
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 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