+998.7%
XLE vs ROP
+6,199.1%
-5,200.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -6.7% | +0.2% | -6.9% | -6.9% |
| 30D | -4.4% | +30.3% | -34.7% | -15.2% |
| 3M | +4.0% | +17.8% | -13.8% | -3.9% |
| 6M | +13.2% | +38.9% | -25.7% | -3.6% |
| YTD | +41.9% | +7.6% | +34.3% | +33.7% |
| 1Y | +41.6% | +6.5% | +35.1% | +34.0% |
| 3Y | +64.0% | -6.3% | +70.3% | +62.0% |
| 5Y | +158.1% | +0.9% | +157.2% | +141.9% |
| 10Y | +163.9% | +180.7% | -16.8% | +58.2% |
| All | +998.7% | +6,199.1% | -5,200.4% | +194.6% |
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 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