-23.3%
ROP vs XHB
-14.2%
-9.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -6.1% | -1.9% | -4.2% | -6.0% |
| 30D | -3.4% | -8.3% | +5.0% | -3.0% |
| 3M | +16.7% | -7.1% | +23.8% | +16.8% |
| 6M | +8.1% | -5.3% | +13.3% | +8.3% |
| YTD | -11.7% | -3.2% | -8.5% | -12.0% |
| All | -23.3% | -14.2% | -9.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling