-63.9%
XYZ vs ROL
+13.1%
-77.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.8% |
| 7D | +12.1% | +9.5% | +2.7% | +7.0% |
| 30D | +12.4% | +22.9% | -10.6% | +0.8% |
| 3M | +8.2% | +3.5% | +4.6% | +5.7% |
| 6M | +20.7% | -29.4% | +50.1% | +44.9% |
| YTD | +31.3% | -36.1% | +67.4% | +67.1% |
| 1Y | +20.5% | -34.4% | +54.9% | +50.7% |
| 3Y | +72.6% | +4.0% | +68.6% | +47.0% |
| All | -63.9% | +13.1% | -77.0% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling