+13.6%
ROL vs XRT
-5.3%
+18.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | +9.5% | +0.9% | +8.6% | +9.2% |
| 30D | +22.9% | +7.9% | +15.0% | +20.3% |
| 3M | +3.5% | -0.2% | +3.7% | +3.6% |
| 6M | -29.4% | +5.6% | -35.0% | -30.4% |
| YTD | -36.1% | +5.7% | -41.7% | -37.1% |
| 1Y | -34.4% | +14.6% | -48.9% | -36.8% |
| 3Y | +4.0% | +50.7% | -46.7% | -9.2% |
| All | +13.6% | -5.3% | +18.9% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling