-34.7%
ROL vs XME
+5.2%
-39.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.7% |
| 7D | +14.6% | -5.5% | +20.0% | +14.2% |
| 30D | +29.3% | -11.1% | +40.4% | +28.7% |
| 3M | +2.0% | -11.1% | +13.1% | +1.5% |
| 6M | -28.5% | -18.0% | -10.5% | -29.1% |
| YTD | -35.3% | -7.4% | -28.0% | -36.0% |
| 1Y | -34.7% | +6.7% | -41.4% | -36.2% |
| All | -34.7% | +5.2% | -39.9% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling