+891.0%
XLV vs ROL
+4,919.5%
-4,028.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -4.4% | -3.2% | -1.2% | -3.5% |
| 30D | -1.4% | -6.6% | +5.2% | +0.5% |
| 3M | +8.9% | -27.3% | +36.2% | +18.7% |
| 6M | +9.1% | -38.1% | +47.2% | +24.3% |
| YTD | +7.9% | -41.8% | +49.7% | +24.7% |
| 1Y | +22.7% | -37.8% | +60.5% | +38.8% |
| 3Y | +31.9% | -0.3% | +32.2% | +29.1% |
| 5Y | +34.9% | -5.1% | +39.9% | +31.6% |
| 10Y | +173.9% | +208.4% | -34.5% | +87.5% |
| All | +891.0% | +4,919.5% | -4,028.5% | +216.1% |
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