+561.3%
XLP vs ROL
+5,529.5%
-4,968.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -1.0% |
| 7D | +3.5% | +11.7% | -8.3% | +0.9% |
| 30D | +11.6% | +27.7% | -16.2% | +5.6% |
| 3M | +7.6% | +3.7% | +4.0% | +6.6% |
| 6M | +10.0% | -27.8% | +37.8% | +17.7% |
| YTD | +19.7% | -34.7% | +54.4% | +30.6% |
| 1Y | +23.5% | -34.1% | +57.6% | +34.4% |
| 3Y | +44.0% | +5.9% | +38.1% | +40.2% |
| 5Y | +42.7% | +15.6% | +27.0% | +34.7% |
| 10Y | +131.3% | +226.5% | -95.2% | +72.4% |
| All | +561.3% | +5,529.5% | -4,968.2% | +191.4% |
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 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