+135.9%
XLU vs ROL
+211.6%
-75.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.6% | -3.2% | +1.5% | -0.7% |
| 30D | -3.3% | -4.9% | +1.6% | -1.9% |
| 3M | -3.2% | -25.8% | +22.7% | +5.3% |
| 6M | -7.0% | -37.6% | +30.6% | +6.4% |
| YTD | +0.6% | -41.5% | +42.1% | +16.8% |
| 1Y | +2.4% | -39.5% | +41.9% | +17.3% |
| 3Y | +46.3% | +0.1% | +46.1% | +40.8% |
| 5Y | +44.0% | -4.6% | +48.6% | +38.2% |
| All | +135.9% | +211.6% | -75.8% | +66.0% |
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