+50.0%
XEL vs ROL
+14.4%
+35.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.7% | +0.8% | 0.0% | +0.5% |
| 30D | +9.3% | +20.6% | -11.2% | +4.1% |
| 3M | +5.3% | +4.5% | +0.8% | +3.8% |
| 6M | +2.2% | -26.5% | +28.7% | +10.3% |
| YTD | +12.3% | -34.8% | +47.2% | +24.6% |
| 1Y | +3.0% | -33.2% | +36.2% | +13.3% |
| 3Y | +51.6% | +4.5% | +47.1% | +45.5% |
| 5Y | +50.0% | +15.5% | +34.4% | +39.2% |
| All | +50.0% | +14.4% | +35.5% | +39.2% |
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