+513.3%
XRT vs ROP
+974.9%
-461.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +3.0% |
| 7D | +0.8% | -4.4% | +5.2% | +3.3% |
| 30D | -4.2% | +3.2% | -7.4% | -6.0% |
| 3M | +5.1% | +23.1% | -18.0% | -7.3% |
| 6M | +2.4% | +13.3% | -10.9% | -5.9% |
| YTD | +3.2% | -7.9% | +11.0% | +5.6% |
| 1Y | +1.5% | -22.1% | +23.6% | +13.9% |
| 3Y | +40.6% | -16.8% | +57.4% | +50.6% |
| 5Y | -1.0% | -13.5% | +12.5% | +3.0% |
| 10Y | +128.4% | +137.7% | -9.3% | +26.1% |
| All | +513.3% | +974.9% | -461.6% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling