+149.9%
XLE vs ROL
+13.1%
+136.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -12.0% | +9.5% | -21.5% | -12.9% |
| 30D | -2.7% | +22.9% | -25.7% | -5.2% |
| 3M | +6.6% | +3.5% | +3.0% | +6.0% |
| 6M | +9.5% | -29.4% | +38.9% | +14.6% |
| YTD | +40.6% | -36.1% | +76.6% | +49.0% |
| 1Y | +43.6% | -34.4% | +78.0% | +51.6% |
| 3Y | +58.1% | +4.0% | +54.1% | +53.4% |
| All | +149.9% | +13.1% | +136.8% | +141.5% |
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