+528.0%
XRT vs ROP
+1,161.1%
-633.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.1% |
| 7D | +0.9% | +2.1% | -1.3% | -0.2% |
| 30D | +7.9% | +32.9% | -25.0% | -8.0% |
| 3M | -0.2% | +20.3% | -20.5% | -10.4% |
| 6M | +5.6% | +36.8% | -31.2% | -12.7% |
| YTD | +5.7% | +8.1% | -2.4% | -1.4% |
| 1Y | +14.6% | +8.3% | +6.3% | +6.8% |
| 3Y | +50.7% | -3.2% | +53.9% | +48.0% |
| 5Y | -4.8% | +1.7% | -6.6% | -9.8% |
| 10Y | +152.6% | +199.2% | -46.6% | +22.2% |
| All | +528.0% | +1,161.1% | -633.0% | +29.0% |
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