+988.3%
XLE vs ROP
+6,211.5%
-5,223.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.2% |
| 7D | -12.0% | +2.1% | -14.1% | -13.0% |
| 30D | -2.7% | +32.9% | -35.7% | -14.5% |
| 3M | +6.6% | +20.0% | -13.4% | -2.3% |
| 6M | +9.5% | +36.4% | -26.9% | -6.0% |
| YTD | +40.6% | +7.8% | +32.7% | +32.4% |
| 1Y | +43.6% | +8.0% | +35.6% | +35.0% |
| 3Y | +58.1% | -3.5% | +61.6% | +54.1% |
| 5Y | +152.2% | +1.5% | +150.7% | +135.8% |
| 10Y | +172.9% | +198.5% | -25.5% | +59.5% |
| All | +988.3% | +6,211.5% | -5,223.2% | +191.5% |
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