+226.1%
XLI vs ROP
+185.2%
+40.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +3.8% | +0.7% | +3.0% | +3.4% |
| 30D | +1.0% | +28.8% | -27.7% | -12.0% |
| 3M | -8.9% | +21.1% | -30.0% | -18.4% |
| 6M | -2.3% | +52.5% | -54.8% | -24.1% |
| YTD | +9.7% | +8.9% | +0.8% | +2.3% |
| 1Y | +12.3% | +8.2% | +4.1% | +5.1% |
| 3Y | +71.5% | -5.2% | +76.6% | +71.2% |
| 5Y | +70.2% | +1.7% | +68.5% | +60.1% |
| All | +226.1% | +185.2% | +40.9% | +68.0% |
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