+188.0%
XEL vs ROL
+221.5%
-33.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.4% | -0.6% |
| 7D | +2.4% | +3.0% | -0.5% | +1.5% |
| 30D | +8.3% | +19.8% | -11.5% | +2.5% |
| 3M | +4.2% | +7.9% | -3.7% | +1.5% |
| 6M | +3.7% | -25.6% | +29.4% | +12.6% |
| YTD | +13.1% | -34.1% | +47.2% | +26.7% |
| 1Y | +5.0% | -31.4% | +36.4% | +16.1% |
| 3Y | +55.0% | +4.7% | +50.3% | +48.4% |
| 5Y | +51.8% | +15.6% | +36.2% | +38.6% |
| All | +188.0% | +221.5% | -33.5% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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