+218.0%
XLE vs ROP
-13.6%
+231.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.1% |
| 7D | +2.2% | -4.4% | +6.6% | +3.1% |
| 30D | +11.8% | +3.2% | +8.5% | +11.0% |
| 3M | +9.8% | +23.1% | -13.2% | +4.5% |
| 6M | +15.6% | +13.3% | +2.3% | +12.0% |
| YTD | +45.3% | -7.9% | +53.1% | +48.0% |
| 1Y | +48.3% | -22.1% | +70.4% | +58.5% |
| 3Y | +55.4% | -16.8% | +72.2% | +62.6% |
| All | +218.0% | -13.6% | +231.6% | +224.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling