+20.7%
XYZ vs ROL
-34.1%
+54.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.8% | +12.5% | +14.6% |
| 7D | +16.5% | +14.6% | +1.9% | +12.9% |
| 30D | +15.0% | +29.3% | -14.3% | +8.6% |
| 3M | +3.5% | +2.0% | +1.5% | +3.9% |
| 6M | +21.9% | -28.5% | +50.4% | +38.0% |
| YTD | +34.6% | -35.3% | +70.0% | +64.7% |
| 1Y | +20.7% | -34.7% | +55.4% | +41.6% |
| All | +20.7% | -34.1% | +54.9% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling