+1,331.5%
XLK vs ROL
+5,576.3%
-4,244.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -3.0% |
| 7D | +3.4% | +3.0% | +0.4% | +2.2% |
| 30D | -10.6% | +19.8% | -30.4% | -17.0% |
| 3M | -10.6% | +7.9% | -18.5% | -14.1% |
| 6M | -3.5% | -25.6% | +22.2% | +6.3% |
| YTD | +18.7% | -34.1% | +52.8% | +36.4% |
| 1Y | +19.4% | -31.4% | +50.8% | +34.8% |
| 3Y | +94.5% | +4.7% | +89.8% | +80.7% |
| 5Y | +111.2% | +15.6% | +95.6% | +84.0% |
| 10Y | +707.2% | +220.6% | +486.6% | +346.0% |
| All | +1,331.5% | +5,576.3% | -4,244.8% | +97.0% |
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 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