+1,477.5%
XLK vs ROL
+4,976.2%
-3,498.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +1.3% |
| 7D | +2.3% | -3.4% | +5.7% | +3.7% |
| 30D | -0.1% | -6.9% | +6.9% | +2.7% |
| 3M | +2.1% | -24.6% | +26.7% | +13.1% |
| 6M | +37.2% | -39.5% | +76.7% | +65.1% |
| YTD | +30.8% | -41.1% | +71.9% | +58.4% |
| 1Y | +42.6% | -37.9% | +80.6% | +68.0% |
| 3Y | +121.8% | +0.8% | +121.0% | +109.8% |
| 5Y | +145.7% | -4.7% | +150.4% | +132.2% |
| 10Y | +782.1% | +207.9% | +574.2% | +398.0% |
| All | +1,477.5% | +4,976.2% | -3,498.6% | +128.6% |
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