+533.2%
XYZ vs ROL
+249.8%
+283.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | -1.0% | -1.4% | +0.5% | -0.2% |
| 30D | -1.7% | -4.1% | +2.4% | +0.6% |
| 3M | +16.7% | -22.5% | +39.3% | +34.8% |
| 6M | +26.9% | -37.7% | +64.5% | +66.7% |
| YTD | +27.1% | -39.6% | +66.7% | +70.0% |
| 1Y | +9.3% | -36.0% | +45.3% | +39.6% |
| 3Y | +42.3% | -5.1% | +47.4% | +34.8% |
| 5Y | -69.3% | -3.4% | -65.9% | -71.9% |
| 10Y | +586.8% | +215.2% | +371.6% | +266.4% |
| All | +533.2% | +249.8% | +283.4% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling