+163.9%
XLE vs ROL
+222.1%
-58.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | -7.9% | +7.5% | -15.4% | -9.4% |
| 30D | -4.8% | +21.1% | -26.0% | -9.0% |
| 3M | +8.4% | +3.1% | +5.2% | +7.2% |
| 6M | +12.7% | -27.4% | +40.1% | +20.8% |
| YTD | +41.3% | -34.7% | +76.0% | +54.9% |
| 1Y | +42.3% | -32.9% | +75.2% | +54.8% |
| 3Y | +65.1% | +6.1% | +58.9% | +56.8% |
| 5Y | +150.2% | +16.3% | +133.9% | +126.4% |
| 10Y | +163.9% | +214.9% | -50.9% | +72.8% |
| All | +163.9% | +222.1% | -58.2% | +72.8% |
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