+429.4%
XLF vs ROP
+6,272.2%
-5,842.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +2.7% | +0.7% | +2.0% | +2.3% |
| 30D | +7.6% | +28.8% | -21.2% | -5.9% |
| 3M | +1.1% | +21.1% | -20.0% | -9.0% |
| 6M | +15.9% | +52.5% | -36.6% | -8.4% |
| YTD | +8.4% | +8.9% | -0.4% | +1.1% |
| 1Y | +12.5% | +8.2% | +4.3% | +5.2% |
| 3Y | +81.6% | -5.2% | +86.7% | +80.0% |
| 5Y | +59.3% | +1.7% | +57.5% | +50.6% |
| 10Y | +225.4% | +185.4% | +40.1% | +78.7% |
| All | +429.4% | +6,272.2% | -5,842.9% | +6.3% |
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 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