+1,767.8%
ROL vs XRT
+514.3%
+1,253.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.1% |
| 7D | -1.4% | +0.8% | -2.2% | -1.8% |
| 30D | -4.1% | -4.2% | +0.1% | -2.0% |
| 3M | -22.5% | +5.1% | -27.6% | -24.5% |
| 6M | -37.7% | +2.4% | -40.1% | -38.6% |
| YTD | -39.6% | +3.2% | -42.8% | -40.8% |
| 1Y | -36.0% | +1.5% | -37.5% | -37.1% |
| 3Y | -5.1% | +40.6% | -45.7% | -23.6% |
| 5Y | -3.4% | -1.0% | -2.4% | -9.9% |
| 10Y | +215.2% | +128.4% | +86.8% | +54.9% |
| All | +1,767.8% | +514.3% | +1,253.5% | +303.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling