+26.9%
XLV vs ROP
-21.5%
+48.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | -0.4% |
| 7D | +0.2% | -4.4% | +4.6% | +1.0% |
| 30D | +4.4% | +3.2% | +1.2% | +3.8% |
| 3M | +13.2% | +23.1% | -9.8% | +9.4% |
| 6M | +10.1% | +13.3% | -3.2% | +7.7% |
| YTD | +11.7% | -7.9% | +19.6% | +14.0% |
| 1Y | +26.9% | -22.1% | +49.0% | +34.1% |
| All | +26.9% | -21.5% | +48.4% | +34.1% |
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