-0.5%
ROL vs XRT
-1.0%
+0.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | -4.1% | -4.2% | +0.1% | -3.0% |
| 3M | -22.5% | +5.1% | -27.6% | -23.5% |
| 6M | -37.7% | +2.4% | -40.1% | -38.1% |
| YTD | -39.6% | +3.2% | -42.8% | -40.2% |
| 1Y | -36.0% | +1.5% | -37.5% | -36.5% |
| 3Y | -5.1% | +40.6% | -45.7% | -15.6% |
| All | -0.5% | -1.0% | +0.5% | -3.3% |
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