+43.4%
XLK vs ROP
-21.5%
+64.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +0.3% |
| 7D | +0.9% | -4.4% | +5.3% | +0.3% |
| 30D | +0.7% | +3.2% | -2.5% | +1.2% |
| 3M | -2.9% | +23.1% | -26.0% | -1.5% |
| 6M | +34.3% | +13.3% | +20.9% | +36.5% |
| YTD | +30.4% | -7.9% | +38.3% | +32.8% |
| 1Y | +43.4% | -22.1% | +65.4% | +47.7% |
| All | +43.4% | -21.5% | +64.8% | +47.7% |
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 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