+820.5%
XLB vs ROP
+5,293.5%
-4,473.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.2% | +1.3% |
| 7D | -1.4% | -4.4% | +3.0% | +0.6% |
| 30D | -0.4% | +3.2% | -3.6% | -2.0% |
| 3M | +2.0% | +23.1% | -21.1% | -8.1% |
| 6M | +1.8% | +13.3% | -11.5% | -5.3% |
| YTD | +16.6% | -7.9% | +24.4% | +18.4% |
| 1Y | +16.9% | -22.1% | +39.0% | +28.2% |
| 3Y | +32.6% | -16.8% | +49.4% | +39.9% |
| 5Y | +35.6% | -13.5% | +49.2% | +39.6% |
| 10Y | +160.0% | +137.7% | +22.3% | +66.1% |
| All | +820.5% | +5,293.5% | -4,473.0% | +111.1% |
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