+33.6%
XLY vs ROL
-0.9%
+34.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | -3.2% | +1.5% | -1.1% |
| 30D | -4.2% | -4.9% | +0.7% | -3.2% |
| 3M | -2.7% | -25.8% | +23.1% | +3.2% |
| 6M | -0.6% | -37.6% | +36.9% | +8.9% |
| YTD | -5.0% | -41.5% | +36.5% | +5.1% |
| 1Y | -4.1% | -39.5% | +35.4% | +5.4% |
| 3Y | +33.6% | +0.1% | +33.5% | +28.4% |
| All | +33.6% | -0.9% | +34.5% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling