+943.2%
XBI vs ROP
+1,045.1%
-101.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | +0.3% |
| 7D | -0.9% | -5.4% | +4.5% | +1.8% |
| 30D | +2.9% | -1.6% | +4.5% | +3.6% |
| 3M | +26.2% | +18.8% | +7.4% | +14.1% |
| 6M | +30.7% | +8.2% | +22.5% | +23.2% |
| YTD | +32.9% | -10.5% | +43.4% | +37.2% |
| 1Y | +72.3% | -23.7% | +96.0% | +92.7% |
| 3Y | +107.2% | -17.9% | +125.0% | +120.9% |
| 5Y | +23.2% | -15.3% | +38.5% | +28.2% |
| 10Y | +158.5% | +133.4% | +25.2% | +53.2% |
| All | +943.2% | +1,045.1% | -101.9% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling