+54.6%
XLE vs ROL
-4.8%
+59.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +2.2% | -1.4% | +3.6% | +2.3% |
| 30D | +11.8% | -4.1% | +15.9% | +12.1% |
| 3M | +9.8% | -22.5% | +32.3% | +11.7% |
| 6M | +15.6% | -37.7% | +53.2% | +19.5% |
| YTD | +45.3% | -39.6% | +84.8% | +50.6% |
| 1Y | +48.3% | -36.0% | +84.3% | +53.1% |
| All | +54.6% | -4.8% | +59.4% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling