-1.8%
XLI vs ROP
+41.3%
-43.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.4% |
| 7D | +0.9% | -2.9% | +3.8% | +0.7% |
| 30D | +1.1% | +30.1% | -29.0% | +2.9% |
| 3M | -7.7% | +19.9% | -27.6% | -6.6% |
| 6M | -1.8% | +46.0% | -47.8% | +1.3% |
| All | -1.8% | +41.3% | -43.1% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling