+214.7%
ROL vs XME
+270.2%
-55.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +3.4% | -0.2% | +3.6% | +3.3% |
| 30D | +20.8% | -9.2% | +29.9% | +22.5% |
| 3M | +3.7% | -17.8% | +21.5% | +6.9% |
| 6M | -27.7% | -20.0% | -7.6% | -25.5% |
| YTD | -34.9% | -6.6% | -28.3% | -35.4% |
| 1Y | -33.3% | +1.8% | -35.1% | -35.0% |
| 3Y | +4.3% | +98.7% | -94.4% | -14.5% |
| 5Y | +15.0% | +123.9% | -108.9% | -10.5% |
| 10Y | +214.7% | +277.9% | -63.2% | +97.3% |
| All | +214.7% | +270.2% | -55.5% | +97.3% |
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