+129.7%
ROP vs XHB
+210.4%
-80.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | +0.6% |
| 7D | -8.0% | -5.2% | -2.8% | -5.8% |
| 30D | -2.7% | -12.1% | +9.4% | +2.8% |
| 3M | +16.6% | -6.2% | +22.8% | +19.0% |
| 6M | +10.4% | -6.7% | +17.1% | +12.0% |
| YTD | -12.1% | -5.5% | -6.6% | -11.8% |
| 1Y | -23.6% | -15.6% | -8.0% | -19.4% |
| 3Y | -19.3% | +22.0% | -41.3% | -31.7% |
| 5Y | -15.4% | +31.8% | -47.2% | -32.9% |
| All | +129.7% | +210.4% | -80.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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