+988.3%
XLE vs ROL
+5,411.9%
-4,423.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | -12.0% | +9.5% | -21.5% | -14.6% |
| 30D | -2.7% | +22.9% | -25.7% | -9.2% |
| 3M | +6.6% | +3.5% | +3.0% | +4.7% |
| 6M | +9.5% | -29.4% | +38.9% | +20.8% |
| YTD | +40.6% | -36.1% | +76.6% | +59.3% |
| 1Y | +43.6% | -34.4% | +78.0% | +61.2% |
| 3Y | +58.1% | +4.0% | +54.1% | +50.0% |
| 5Y | +152.2% | +13.2% | +139.0% | +127.3% |
| 10Y | +172.9% | +219.7% | -46.7% | +63.8% |
| All | +988.3% | +5,411.9% | -4,423.6% | +215.6% |
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