-0.4%
ROL vs XLRE
+30.1%
-30.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -3.2% | -2.7% | -0.5% | -1.8% |
| 30D | -6.6% | -2.3% | -4.3% | -5.5% |
| 3M | -27.3% | -3.5% | -23.8% | -26.0% |
| 6M | -38.1% | +1.9% | -39.9% | -38.7% |
| YTD | -41.8% | +8.3% | -50.1% | -44.1% |
| 1Y | -37.8% | +6.4% | -44.2% | -39.8% |
| All | -0.4% | +30.1% | -30.4% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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