+212.7%
ROL vs XRT
+135.4%
+77.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -0.9% |
| 7D | -1.7% | -0.4% | -1.2% | -1.6% |
| 30D | +18.5% | +7.5% | +11.0% | +16.0% |
| 3M | +4.3% | +2.3% | +2.0% | +3.6% |
| 6M | -27.7% | +12.8% | -40.6% | -30.3% |
| YTD | -35.8% | +7.1% | -42.8% | -37.2% |
| 1Y | -34.1% | +12.3% | -46.4% | -36.4% |
| 3Y | +2.9% | +57.0% | -54.1% | -11.9% |
| 5Y | +12.7% | -4.3% | +17.0% | +10.5% |
| All | +212.7% | +135.4% | +77.3% | +101.6% |
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