-17.9%
ROP vs XHB
+26.5%
-44.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.3% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | -1.6% | -9.1% | +7.4% | +0.3% |
| 3M | +18.8% | -2.3% | +21.2% | +18.9% |
| 6M | +8.2% | -4.1% | +12.3% | +8.5% |
| YTD | -10.5% | -1.7% | -8.8% | -11.2% |
| 1Y | -23.7% | -15.1% | -8.6% | -21.1% |
| 3Y | -17.9% | +26.8% | -44.7% | -24.9% |
| All | -17.9% | +26.5% | -44.3% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling