-68.9%
XYZ vs ROL
-3.8%
-65.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | -1.0% | -1.4% | +0.5% | -0.3% |
| 30D | -1.7% | -4.1% | +2.4% | +0.3% |
| 3M | +16.7% | -22.5% | +39.3% | +32.7% |
| 6M | +26.9% | -37.7% | +64.5% | +62.6% |
| YTD | +27.1% | -39.6% | +66.7% | +65.8% |
| 1Y | +9.3% | -36.0% | +45.3% | +36.6% |
| 3Y | +42.3% | -5.1% | +47.4% | +30.2% |
| All | -68.9% | -3.8% | -65.1% | -76.6% |
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