+422.3%
XLF vs ROP
+5,293.5%
-4,871.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +1.0% |
| 7D | 0.0% | -4.4% | +4.4% | +2.3% |
| 30D | +0.2% | +3.2% | -3.1% | -1.6% |
| 3M | +11.7% | +23.1% | -11.3% | -0.5% |
| 6M | +13.8% | +13.3% | +0.5% | +5.2% |
| YTD | +7.0% | -7.9% | +14.9% | +9.3% |
| 1Y | +9.1% | -22.1% | +31.2% | +21.4% |
| 3Y | +75.6% | -16.8% | +92.4% | +87.3% |
| 5Y | +66.4% | -13.5% | +80.0% | +72.0% |
| 10Y | +250.3% | +137.7% | +112.6% | +112.3% |
| All | +422.3% | +5,293.5% | -4,871.2% | +14.9% |
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