+135.7%
ROP vs XME
+412.4%
-276.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -3.4% | +1.4% | -4.8% | -3.8% |
| 3M | +16.7% | +2.7% | +14.0% | +15.2% |
| 6M | +8.1% | +6.5% | +1.6% | +4.7% |
| YTD | -11.7% | +15.2% | -26.9% | -17.1% |
| 1Y | -24.2% | +43.5% | -67.7% | -34.0% |
| 3Y | -19.0% | +135.9% | -154.8% | -40.8% |
| 5Y | -15.9% | +181.5% | -197.3% | -43.9% |
| 10Y | +135.7% | +436.9% | -301.2% | +6.7% |
| All | +135.7% | +412.4% | -276.7% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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