+508.9%
XLP vs ROL
+5,108.3%
-4,599.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | +3.8% | -22.5% | +26.3% | +9.7% |
| 6M | -1.7% | -37.7% | +35.9% | +8.8% |
| YTD | +10.3% | -39.6% | +49.8% | +22.6% |
| 1Y | +7.8% | -36.0% | +43.8% | +18.1% |
| 3Y | +27.2% | -5.1% | +32.3% | +26.9% |
| 5Y | +32.5% | -3.4% | +35.9% | +30.1% |
| 10Y | +101.8% | +215.2% | -113.5% | +51.9% |
| All | +508.9% | +5,108.3% | -4,599.4% | +173.5% |
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