+3.0%
ROP vs XME
+120.6%
-117.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.9% | +1.5% | -4.5% | -3.2% |
| 30D | +30.1% | -7.3% | +37.3% | +31.2% |
| 3M | +19.9% | -17.4% | +37.3% | +22.9% |
| 6M | +46.0% | -21.8% | +67.8% | +50.9% |
| YTD | +8.4% | -6.0% | +14.3% | +6.5% |
| 1Y | +8.8% | +3.8% | +5.0% | +4.3% |
| 3Y | -5.6% | +100.0% | -105.7% | -25.5% |
| 5Y | +3.0% | +116.1% | -113.1% | -20.4% |
| All | +3.0% | +120.6% | -117.6% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling