+205.1%
ROL vs XME
+426.6%
-221.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.7% |
| 7D | -3.2% | -3.0% | -0.2% | -2.7% |
| 30D | -6.6% | -2.6% | -4.0% | -6.3% |
| 3M | -27.3% | +2.2% | -29.5% | -27.9% |
| 6M | -38.1% | +0.7% | -38.8% | -38.8% |
| YTD | -41.8% | +10.9% | -52.7% | -43.7% |
| 1Y | -37.8% | +35.7% | -73.5% | -42.7% |
| 3Y | -0.3% | +127.1% | -127.4% | -19.6% |
| 5Y | -5.1% | +168.5% | -173.5% | -28.1% |
| All | +205.1% | +426.6% | -221.5% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling