+123.7%
XRT vs ROP
+134.1%
-10.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.7% |
| 7D | -0.3% | -5.4% | +5.2% | +2.5% |
| 30D | -5.6% | -1.6% | -4.0% | -5.0% |
| 3M | +2.5% | +18.8% | -16.3% | -6.9% |
| 6M | +3.7% | +8.2% | -4.5% | -1.6% |
| YTD | +1.0% | -10.5% | +11.5% | +5.3% |
| 1Y | -1.2% | -23.7% | +22.5% | +12.3% |
| 3Y | +43.4% | -17.9% | +61.2% | +54.9% |
| 5Y | -0.7% | -15.3% | +14.6% | +4.3% |
| 10Y | +123.7% | +133.4% | -9.7% | +35.7% |
| All | +123.7% | +134.1% | -10.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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