+8.6%
XLF vs ROP
-24.5%
+33.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | -2.9% | -8.0% | +5.1% | -1.5% |
| 30D | -1.6% | -2.7% | +1.1% | -1.1% |
| 3M | +9.3% | +16.6% | -7.3% | +5.6% |
| 6M | +14.6% | +10.4% | +4.2% | +12.0% |
| YTD | +4.7% | -12.1% | +16.8% | +6.9% |
| 1Y | +8.6% | -23.6% | +32.3% | +13.2% |
| All | +8.6% | -24.5% | +33.2% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling