+173.9%
XLE vs ROL
+214.5%
-40.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | -4.0% | +20.6% | -24.6% | -8.1% |
| 3M | +4.6% | +4.5% | +0.1% | +3.3% |
| 6M | +12.3% | -26.5% | +38.8% | +20.0% |
| YTD | +44.5% | -34.8% | +79.4% | +58.5% |
| 1Y | +42.4% | -33.2% | +75.6% | +55.1% |
| 3Y | +67.0% | +4.5% | +62.6% | +59.3% |
| 5Y | +161.9% | +15.5% | +146.4% | +137.6% |
| 10Y | +173.9% | +217.2% | -43.4% | +82.8% |
| All | +173.9% | +214.5% | -40.6% | +82.8% |
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