+22.7%
XLP vs ROL
-31.8%
+54.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.8% |
| 7D | +2.5% | +3.0% | -0.5% | +1.8% |
| 30D | +7.3% | +19.8% | -12.5% | +2.8% |
| 3M | +8.1% | +7.9% | +0.2% | +5.8% |
| 6M | +10.5% | -25.6% | +36.1% | +15.3% |
| YTD | +21.2% | -34.1% | +55.3% | +25.3% |
| 1Y | +22.7% | -31.4% | +54.1% | +25.9% |
| All | +22.7% | -31.8% | +54.6% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling