+136.8%
XLP vs ROL
+214.5%
-77.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | +0.8% | -1.3% | -0.8% |
| 30D | +8.3% | +20.6% | -12.2% | +2.6% |
| 3M | +8.7% | +4.5% | +4.2% | +7.1% |
| 6M | +11.2% | -26.5% | +37.7% | +20.7% |
| YTD | +20.0% | -34.8% | +54.8% | +34.3% |
| 1Y | +21.3% | -33.2% | +54.5% | +34.7% |
| 3Y | +43.8% | +4.5% | +39.4% | +38.5% |
| 5Y | +43.3% | +15.5% | +27.8% | +31.3% |
| 10Y | +136.8% | +217.2% | -80.5% | +62.6% |
| All | +136.8% | +214.5% | -77.7% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling