+14.9%
XLB vs ROP
-23.1%
+38.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | -0.2% | -5.4% | +5.2% | -0.1% |
| 30D | -1.7% | -1.6% | -0.1% | -1.7% |
| 3M | +4.4% | +18.8% | -14.5% | +4.1% |
| 6M | +5.0% | +8.2% | -3.2% | +5.3% |
| YTD | +15.5% | -10.5% | +26.0% | +18.8% |
| 1Y | +14.9% | -23.7% | +38.7% | +21.6% |
| All | +14.9% | -23.1% | +38.0% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling