+1,890.4%
XEL vs ROL
+9,030.3%
-7,139.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | -1.4% | +0.5% | -0.6% |
| 30D | -1.9% | -4.1% | +2.2% | -1.0% |
| 3M | -1.9% | -22.5% | +20.6% | +3.6% |
| 6M | -7.4% | -37.7% | +30.2% | +2.4% |
| YTD | +4.1% | -39.6% | +43.6% | +15.6% |
| 1Y | +8.0% | -36.0% | +44.1% | +18.4% |
| 3Y | +48.4% | -5.1% | +53.5% | +47.9% |
| 5Y | +27.2% | -3.4% | +30.6% | +25.0% |
| 10Y | +146.8% | +215.2% | -68.4% | +86.2% |
| All | +1,890.4% | +9,030.3% | -7,139.9% | +672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling