+149.7%
XBI vs ROP
+135.6%
+14.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -4.6% | 0.0% | -2.4% |
| 30D | -2.0% | -1.7% | -0.3% | -1.3% |
| 3M | +17.8% | +17.1% | +0.7% | +7.4% |
| 6M | +23.7% | +10.9% | +12.9% | +15.3% |
| YTD | +28.2% | -12.1% | +40.3% | +34.6% |
| 1Y | +64.0% | -24.2% | +88.2% | +86.5% |
| 3Y | +99.4% | -20.4% | +119.8% | +117.8% |
| 5Y | +19.3% | -15.4% | +34.7% | +24.0% |
| All | +149.7% | +135.6% | +14.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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