+72.4%
XLI vs ROP
-18.5%
+90.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | +1.0% | -5.4% | +6.4% | +2.3% |
| 30D | -5.8% | -1.6% | -4.2% | -5.5% |
| 3M | +0.7% | +18.8% | -18.1% | -4.6% |
| 6M | +3.2% | +8.2% | -5.0% | +0.7% |
| YTD | +13.0% | -10.5% | +23.5% | +19.4% |
| 1Y | +16.8% | -23.7% | +40.5% | +33.4% |
| 3Y | +72.4% | -17.9% | +90.3% | +83.4% |
| All | +72.4% | -18.5% | +90.9% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling