+184.4%
ROP vs XHB
+237.3%
-52.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +28.8% | +9.9% | +18.8% | +23.5% |
| 3M | +21.1% | -6.3% | +27.3% | +24.2% |
| 6M | +52.5% | +3.8% | +48.7% | +48.2% |
| YTD | +8.9% | +0.1% | +8.7% | +6.4% |
| 1Y | +8.2% | -0.8% | +9.0% | +6.0% |
| 3Y | -5.2% | +35.6% | -40.8% | -23.6% |
| 5Y | +1.7% | +29.6% | -27.8% | -18.1% |
| All | +184.4% | +237.3% | -52.9% | +34.2% |
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