+20.7%
XLK vs ROP
+10.4%
+10.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | +0.7% |
| 7D | -7.6% | +11.7% | -19.3% | -5.7% |
| 30D | -12.2% | +35.5% | -47.6% | -7.6% |
| 3M | -5.5% | +25.6% | -31.1% | -1.4% |
| 6M | +9.2% | +39.3% | -30.1% | +15.3% |
| YTD | +23.0% | +11.6% | +11.4% | +32.0% |
| 1Y | +20.7% | +10.6% | +10.1% | +30.0% |
| All | +20.7% | +10.4% | +10.3% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling