+1,090.8%
XLI vs ROP
+6,242.0%
-5,151.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.9% | -2.9% | +3.8% | +2.2% |
| 30D | +1.1% | +30.1% | -29.0% | -10.6% |
| 3M | -7.7% | +19.9% | -27.6% | -15.7% |
| 6M | -1.8% | +46.0% | -47.8% | -18.9% |
| YTD | +11.1% | +8.4% | +2.7% | +4.0% |
| 1Y | +12.1% | +8.8% | +3.3% | +4.7% |
| 3Y | +73.8% | -5.6% | +79.5% | +71.9% |
| 5Y | +73.8% | +3.0% | +70.7% | +63.9% |
| 10Y | +231.7% | +184.0% | +47.7% | +98.9% |
| All | +1,090.8% | +6,242.0% | -5,151.2% | +157.7% |
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