+48.3%
XEL vs ROL
-0.3%
+48.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +2.1% |
| 7D | +1.3% | -3.4% | +4.7% | +2.1% |
| 30D | -1.5% | -6.9% | +5.4% | 0.0% |
| 3M | -0.2% | -24.6% | +24.4% | +6.2% |
| 6M | -5.4% | -39.5% | +34.1% | +6.1% |
| YTD | +5.6% | -41.1% | +46.8% | +18.5% |
| 1Y | +10.5% | -37.9% | +48.4% | +21.7% |
| All | +48.3% | -0.3% | +48.5% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling