+19.8%
XBI vs ROP
-16.6%
+36.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | -4.6% | -8.0% | +3.4% | -1.4% |
| 30D | -0.8% | -2.7% | +1.9% | +0.1% |
| 3M | +21.8% | +16.6% | +5.2% | +12.9% |
| 6M | +23.2% | +10.4% | +12.8% | +16.6% |
| YTD | +28.7% | -12.1% | +40.8% | +36.6% |
| 1Y | +67.8% | -23.6% | +91.4% | +92.2% |
| 3Y | +100.6% | -19.3% | +120.0% | +118.1% |
| 5Y | +19.8% | -15.4% | +35.2% | +16.0% |
| All | +19.8% | -16.6% | +36.4% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling