+214.9%
ROL vs XRT
+163.3%
+51.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.6% | +1.0% |
| 7D | +7.5% | +2.5% | +5.0% | +6.7% |
| 30D | +21.1% | +10.3% | +10.8% | +17.6% |
| 3M | +3.1% | +2.4% | +0.8% | +2.4% |
| 6M | -27.4% | +10.0% | -37.4% | -29.5% |
| YTD | -34.7% | +9.5% | -44.3% | -36.6% |
| 1Y | -32.9% | +17.2% | -50.1% | -36.1% |
| 3Y | +6.1% | +62.0% | -55.8% | -9.9% |
| 5Y | +16.3% | -2.1% | +18.4% | +13.2% |
| 10Y | +214.9% | +152.6% | +62.3% | +102.8% |
| All | +214.9% | +163.3% | +51.6% | +102.8% |
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