-4.7%
ROL vs XME
+179.6%
-184.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.7% |
| 7D | -3.4% | +3.6% | -7.0% | -3.8% |
| 30D | -6.9% | +3.6% | -10.6% | -7.4% |
| 3M | -24.6% | +1.2% | -25.8% | -24.8% |
| 6M | -39.5% | +9.0% | -48.6% | -40.6% |
| YTD | -41.1% | +15.9% | -57.0% | -42.8% |
| 1Y | -37.9% | +43.2% | -81.1% | -42.1% |
| 3Y | +0.8% | +137.4% | -136.6% | -16.5% |
| 5Y | -4.7% | +185.0% | -189.7% | -27.4% |
| All | -4.7% | +179.6% | -184.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling