-6.3%
ROP vs XHB
+38.6%
-44.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | +0.2% | +1.2% | -1.0% | -0.1% |
| 30D | +30.3% | +8.9% | +21.5% | +27.8% |
| 3M | +17.8% | -4.2% | +21.9% | +18.5% |
| 6M | +38.9% | +1.4% | +37.5% | +37.6% |
| YTD | +7.6% | +1.2% | +6.4% | +6.0% |
| 1Y | +6.5% | -1.3% | +7.8% | +5.5% |
| 3Y | -6.3% | +36.6% | -42.8% | -13.0% |
| All | -6.3% | +38.6% | -44.9% | -13.0% |
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