+1,101.4%
XLY vs ROL
+4,916.6%
-3,815.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -0.9% |
| 7D | -2.1% | -3.3% | +1.2% | -0.9% |
| 30D | -6.0% | -7.2% | +1.2% | -3.5% |
| 3M | -2.7% | -27.0% | +24.2% | +8.6% |
| 6M | -1.5% | -39.5% | +38.0% | +17.6% |
| YTD | -5.4% | -41.8% | +36.4% | +14.0% |
| 1Y | -3.8% | -38.9% | +35.0% | +13.4% |
| 3Y | +36.6% | -0.4% | +37.0% | +32.1% |
| 5Y | +27.4% | -4.2% | +31.6% | +22.6% |
| 10Y | +218.2% | +208.2% | +10.0% | +90.2% |
| All | +1,101.4% | +4,916.6% | -3,815.2% | +174.6% |
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