+1,117.4%
XLI vs ROP
+5,293.5%
-4,176.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +2.0% |
| 7D | -1.1% | -4.4% | +3.4% | +0.9% |
| 30D | -5.9% | +3.2% | -9.2% | -7.5% |
| 3M | -0.3% | +23.1% | -23.3% | -10.1% |
| 6M | +0.1% | +13.3% | -13.2% | -6.9% |
| YTD | +13.6% | -7.9% | +21.4% | +15.2% |
| 1Y | +17.2% | -22.1% | +39.2% | +28.0% |
| 3Y | +68.2% | -16.8% | +85.0% | +77.2% |
| 5Y | +80.7% | -13.5% | +94.3% | +85.7% |
| 10Y | +253.3% | +137.7% | +115.6% | +131.0% |
| All | +1,117.4% | +5,293.5% | -4,176.1% | +185.4% |
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 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