+634.6%
XYZ vs ROL
+209.5%
+425.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -2.9% |
| 7D | +12.6% | +2.9% | +9.7% | +10.8% |
| 30D | +10.8% | +20.1% | -9.3% | -1.1% |
| 3M | +8.4% | +3.2% | +5.2% | +5.5% |
| 6M | +14.3% | -28.0% | +42.4% | +38.2% |
| YTD | +31.5% | -35.3% | +66.7% | +69.7% |
| 1Y | +28.1% | -33.6% | +61.8% | +62.5% |
| 3Y | +66.2% | +3.8% | +62.4% | +47.7% |
| 5Y | -62.3% | +14.4% | -76.7% | -69.5% |
| 10Y | +634.6% | +213.1% | +421.5% | +245.9% |
| All | +634.6% | +209.5% | +425.1% | +245.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling