+3.4%
ROL vs XME
+133.5%
-130.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | -4.1% | +6.0% | -10.1% | -4.3% |
| 3M | -22.5% | -7.7% | -14.8% | -22.1% |
| 6M | -37.7% | +1.0% | -38.6% | -37.8% |
| YTD | -39.6% | +14.6% | -54.2% | -40.2% |
| 1Y | -36.0% | +46.0% | -82.0% | -38.4% |
| All | +3.4% | +133.5% | -130.1% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling