+788.5%
XLK vs ROP
+135.6%
+652.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -4.6% | +4.8% | +2.9% |
| 30D | -0.6% | -1.7% | +1.1% | +0.1% |
| 3M | +2.6% | +17.1% | -14.5% | -8.5% |
| 6M | +34.0% | +10.9% | +23.1% | +22.6% |
| YTD | +30.7% | -12.1% | +42.8% | +37.4% |
| 1Y | +39.2% | -24.2% | +63.4% | +60.8% |
| 3Y | +120.4% | -20.4% | +140.8% | +144.1% |
| 5Y | +148.8% | -15.4% | +164.2% | +162.2% |
| All | +788.5% | +135.6% | +652.8% | +454.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling