+44.4%
XLU vs ROL
-4.5%
+48.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.2% | -3.2% | +2.0% | -0.4% |
| 30D | -2.5% | -6.6% | +4.1% | -1.0% |
| 3M | -2.7% | -27.3% | +24.6% | +4.8% |
| 6M | -7.5% | -38.1% | +30.6% | +3.8% |
| YTD | +0.9% | -41.8% | +42.7% | +14.4% |
| 1Y | +3.3% | -37.8% | +41.1% | +14.6% |
| 3Y | +47.3% | -0.3% | +47.6% | +41.5% |
| 5Y | +44.4% | -5.1% | +49.5% | +35.0% |
| All | +44.4% | -4.5% | +48.9% | +35.0% |
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 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