+649.7%
XLU vs ROL
+4,976.2%
-4,326.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.5% |
| 7D | +2.1% | -3.4% | +5.5% | +2.9% |
| 30D | -0.4% | -6.9% | +6.6% | +1.3% |
| 3M | +0.5% | -24.6% | +25.1% | +7.1% |
| 6M | -5.8% | -39.5% | +33.7% | +5.8% |
| YTD | +3.1% | -41.1% | +44.3% | +16.2% |
| 1Y | +8.1% | -37.9% | +46.0% | +19.9% |
| 3Y | +50.5% | +0.8% | +49.7% | +47.4% |
| 5Y | +44.7% | -4.7% | +49.4% | +41.9% |
| 10Y | +136.8% | +207.9% | -71.1% | +74.4% |
| All | +649.7% | +4,976.2% | -4,326.4% | +211.1% |
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