+65.6%
XLF vs ROP
-16.2%
+81.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -1.0% | -6.1% | +5.1% | +1.6% |
| 30D | -1.3% | -3.4% | +2.1% | 0.0% |
| 3M | +9.1% | +16.7% | -7.5% | +1.0% |
| 6M | +14.4% | +8.1% | +6.3% | +9.4% |
| YTD | +5.1% | -11.7% | +16.8% | +10.8% |
| 1Y | +8.6% | -24.2% | +32.9% | +23.9% |
| 3Y | +74.4% | -19.0% | +93.4% | +89.8% |
| All | +65.6% | -16.2% | +81.8% | +68.3% |
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