+34.1%
XLP vs ROL
-3.8%
+37.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | -1.4% | +0.4% | -0.7% |
| 30D | -0.9% | -4.1% | +3.2% | +0.1% |
| 3M | +3.8% | -22.5% | +26.3% | +10.0% |
| 6M | -1.7% | -37.7% | +35.9% | +9.4% |
| YTD | +10.3% | -39.6% | +49.8% | +23.2% |
| 1Y | +7.8% | -36.0% | +43.8% | +18.5% |
| 3Y | +27.2% | -5.1% | +32.3% | +26.9% |
| All | +34.1% | -3.8% | +37.8% | +28.4% |
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