+832.0%
XLB vs ROP
+6,199.1%
-5,367.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.5% | +0.2% | +0.3% | +0.4% |
| 30D | +6.9% | +30.3% | -23.4% | -5.7% |
| 3M | -0.2% | +17.8% | -17.9% | -8.0% |
| 6M | +3.3% | +38.9% | -35.6% | -12.7% |
| YTD | +18.0% | +7.6% | +10.4% | +11.0% |
| 1Y | +24.2% | +6.5% | +17.7% | +17.4% |
| 3Y | +44.7% | -6.3% | +51.0% | +43.9% |
| 5Y | +31.6% | +0.9% | +30.6% | +25.5% |
| 10Y | +164.2% | +180.7% | -16.5% | +55.6% |
| All | +832.0% | +6,199.1% | -5,367.1% | +97.9% |
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