+147.5%
XEL vs ROL
+210.1%
-62.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.2% | -3.2% | +2.0% | -0.3% |
| 30D | -2.9% | -6.6% | +3.7% | -1.0% |
| 3M | -2.7% | -27.3% | +24.6% | +6.5% |
| 6M | -6.5% | -38.1% | +31.6% | +7.3% |
| YTD | +3.6% | -41.8% | +45.4% | +20.6% |
| 1Y | +7.5% | -37.8% | +45.3% | +22.3% |
| 3Y | +46.3% | -0.3% | +46.7% | +42.1% |
| 5Y | +30.5% | -5.1% | +35.6% | +26.7% |
| All | +147.5% | +210.1% | -62.6% | +81.8% |
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