+1,767.8%
ROL vs XME
+242.3%
+1,525.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -22.5% | -7.7% | -14.8% | -21.4% |
| 6M | -37.7% | +1.0% | -38.6% | -38.8% |
| YTD | -39.6% | +14.6% | -54.2% | -43.0% |
| 1Y | -36.0% | +46.0% | -82.0% | -44.1% |
| 3Y | -5.1% | +127.0% | -132.2% | -28.8% |
| 5Y | -3.4% | +175.8% | -179.2% | -33.8% |
| 10Y | +215.2% | +414.6% | -199.4% | +64.1% |
| All | +1,767.8% | +242.3% | +1,525.5% | +775.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling