+896.5%
XLV vs ROP
+5,069.3%
-4,172.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -3.7% | -6.1% | +2.4% | -1.8% |
| 30D | -1.1% | -3.4% | +2.2% | -0.1% |
| 3M | +8.2% | +16.7% | -8.4% | +3.0% |
| 6M | +8.9% | +8.1% | +0.8% | +5.8% |
| YTD | +8.5% | -11.7% | +20.2% | +11.6% |
| 1Y | +22.3% | -24.2% | +46.5% | +31.6% |
| 3Y | +32.6% | -19.0% | +51.6% | +39.1% |
| 5Y | +34.4% | -15.9% | +50.2% | +38.4% |
| 10Y | +175.4% | +135.7% | +39.7% | +109.3% |
| All | +896.5% | +5,069.3% | -4,172.8% | +275.5% |
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