-17.9%
ROP vs XME
+136.1%
-154.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -2.9% |
| 7D | -5.4% | +3.6% | -9.0% | -5.7% |
| 30D | -1.6% | +3.6% | -5.3% | -1.9% |
| 3M | +18.8% | +1.2% | +17.6% | +19.2% |
| 6M | +8.2% | +9.0% | -0.8% | +6.9% |
| YTD | -10.5% | +15.9% | -26.4% | -13.3% |
| 1Y | -23.7% | +43.2% | -66.9% | -30.1% |
| 3Y | -17.9% | +137.4% | -155.2% | -35.9% |
| All | -17.9% | +136.1% | -154.0% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling