+207.9%
ROL vs XRT
+123.1%
+84.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -1.9% |
| 7D | -3.4% | -0.3% | -3.2% | -3.3% |
| 30D | -6.9% | -5.6% | -1.3% | -5.3% |
| 3M | -24.6% | +2.5% | -27.2% | -25.1% |
| 6M | -39.5% | +3.7% | -43.2% | -40.2% |
| YTD | -41.1% | +1.0% | -42.1% | -41.4% |
| 1Y | -37.9% | -1.2% | -36.7% | -37.9% |
| 3Y | +0.8% | +43.4% | -42.6% | -11.3% |
| 5Y | -4.7% | -0.7% | -3.9% | -7.9% |
| 10Y | +207.9% | +123.7% | +84.2% | +103.9% |
| All | +207.9% | +123.1% | +84.7% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling