+638.0%
XYZ vs ROL
+222.1%
+415.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.3% |
| 7D | +14.9% | +7.5% | +7.4% | +10.0% |
| 30D | +14.7% | +21.1% | -6.5% | +1.8% |
| 3M | +12.1% | +3.1% | +9.0% | +9.1% |
| 6M | +18.3% | -27.4% | +45.8% | +42.3% |
| YTD | +36.1% | -34.7% | +70.8% | +74.7% |
| 1Y | +35.3% | -32.9% | +68.3% | +70.5% |
| 3Y | +73.5% | +6.1% | +67.3% | +51.8% |
| 5Y | -61.6% | +16.3% | -78.0% | -69.3% |
| 10Y | +638.0% | +214.9% | +423.1% | +240.3% |
| All | +638.0% | +222.1% | +415.9% | +240.3% |
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