+29.0%
XEL vs ROL
-6.0%
+35.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +0.9% | -3.3% | +4.2% | +1.7% |
| 30D | -0.9% | -7.2% | +6.3% | +0.9% |
| 3M | -1.4% | -27.0% | +25.6% | +6.5% |
| 6M | -5.8% | -39.5% | +33.7% | +6.8% |
| YTD | +4.7% | -41.8% | +46.5% | +19.4% |
| 1Y | +9.1% | -38.9% | +47.9% | +22.3% |
| 3Y | +47.8% | -0.4% | +48.2% | +44.0% |
| 5Y | +29.0% | -4.2% | +33.2% | +24.1% |
| All | +29.0% | -6.0% | +35.0% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling