+1,477.5%
XLK vs ROP
+5,069.3%
-3,591.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | +2.3% | -6.1% | +8.4% | +5.3% |
| 30D | +0.8% | -3.4% | +4.2% | +2.2% |
| 3M | +4.1% | +16.7% | -12.6% | -4.7% |
| 6M | +34.8% | +8.1% | +26.7% | +27.3% |
| YTD | +30.8% | -11.7% | +42.5% | +34.9% |
| 1Y | +42.4% | -24.2% | +66.6% | +57.3% |
| 3Y | +121.8% | -19.0% | +140.8% | +137.1% |
| 5Y | +146.6% | -15.9% | +162.5% | +159.2% |
| 10Y | +804.3% | +135.7% | +668.6% | +495.4% |
| All | +1,477.5% | +5,069.3% | -3,591.8% | +239.8% |
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