+16.0%
ROL vs XRT
-4.8%
+20.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.4% |
| 7D | +3.0% | +1.7% | +1.3% | +2.5% |
| 30D | +19.8% | +7.5% | +12.3% | +17.3% |
| 3M | +7.9% | +2.2% | +5.7% | +7.2% |
| 6M | -25.6% | +14.7% | -40.3% | -28.4% |
| YTD | -34.1% | +7.5% | -41.6% | -35.6% |
| 1Y | -31.4% | +14.1% | -45.5% | -33.9% |
| 3Y | +4.7% | +58.8% | -54.1% | -10.1% |
| All | +16.0% | -4.8% | +20.8% | +19.8% |
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