+164.2%
XLB vs ROP
+185.2%
-21.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +0.5% | +0.7% | -0.2% | +0.2% |
| 30D | +5.2% | +28.8% | -23.6% | -7.9% |
| 3M | +0.3% | +21.1% | -20.7% | -9.6% |
| 6M | +1.2% | +52.5% | -51.4% | -20.2% |
| YTD | +16.6% | +8.9% | +7.8% | +9.5% |
| 1Y | +21.4% | +8.2% | +13.2% | +14.4% |
| 3Y | +43.2% | -5.2% | +48.4% | +43.5% |
| 5Y | +28.0% | +1.7% | +26.3% | +21.3% |
| All | +164.2% | +185.2% | -21.0% | +44.6% |
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