+229.5%
ROL vs XLRE
+111.8%
+117.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -6.9% | -2.4% | -4.5% | -5.8% |
| 3M | -24.6% | +0.6% | -25.2% | -24.9% |
| 6M | -39.5% | +3.9% | -43.5% | -40.8% |
| YTD | -41.1% | +10.5% | -51.6% | -44.2% |
| 1Y | -37.9% | +8.4% | -46.3% | -40.6% |
| 3Y | +0.8% | +32.8% | -32.0% | -14.0% |
| 5Y | -4.7% | +7.0% | -11.7% | -9.5% |
| 10Y | +207.9% | +83.8% | +124.1% | +119.2% |
| All | +229.5% | +111.8% | +117.6% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling