+554.0%
XYZ vs ROL
+270.2%
+283.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.9% |
| 7D | +12.1% | +9.5% | +2.7% | +6.3% |
| 30D | +12.4% | +22.9% | -10.6% | -0.7% |
| 3M | +8.2% | +3.5% | +4.6% | +5.1% |
| 6M | +20.7% | -29.4% | +50.1% | +46.2% |
| YTD | +31.3% | -36.1% | +67.4% | +68.8% |
| 1Y | +20.5% | -34.4% | +54.9% | +52.2% |
| 3Y | +72.6% | +4.0% | +68.6% | +54.6% |
| 5Y | -64.0% | +13.2% | -77.2% | -70.1% |
| 10Y | +601.8% | +219.7% | +382.1% | +263.6% |
| All | +554.0% | +270.2% | +283.8% | +212.7% |
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