-62.2%
XYZ vs ROL
+14.3%
-76.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | +12.6% | +3.4% | +9.2% | +10.8% |
| 30D | +10.8% | +20.8% | -10.0% | +0.4% |
| 3M | +8.4% | +3.7% | +4.6% | +5.9% |
| 6M | +14.3% | -27.7% | +42.0% | +35.6% |
| YTD | +31.5% | -34.9% | +66.4% | +65.9% |
| 1Y | +28.1% | -33.3% | +61.4% | +59.0% |
| 3Y | +66.2% | +4.3% | +61.9% | +41.9% |
| All | -62.2% | +14.3% | -76.5% | -74.3% |
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 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