+246.5%
XLF vs ROP
+135.7%
+110.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -2.9% | -8.0% | +5.1% | +1.7% |
| 30D | -1.6% | -2.7% | +1.1% | -0.3% |
| 3M | +9.3% | +16.6% | -7.3% | -1.0% |
| 6M | +14.6% | +10.4% | +4.2% | +6.6% |
| YTD | +4.7% | -12.1% | +16.8% | +10.8% |
| 1Y | +8.6% | -23.6% | +32.3% | +24.8% |
| 3Y | +73.9% | -19.3% | +93.2% | +90.4% |
| 5Y | +65.0% | -15.4% | +80.4% | +72.3% |
| All | +246.5% | +135.7% | +110.9% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling