+33.6%
XLY vs ROP
-19.1%
+52.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -4.6% | +2.9% | -0.2% |
| 30D | -4.2% | -1.7% | -2.5% | -3.7% |
| 3M | -2.7% | +17.1% | -19.7% | -8.3% |
| 6M | -0.6% | +10.9% | -11.5% | -4.6% |
| YTD | -5.0% | -12.1% | +7.1% | +1.9% |
| 1Y | -4.1% | -24.2% | +20.1% | +11.7% |
| 3Y | +33.6% | -20.4% | +54.0% | +45.3% |
| All | +33.6% | -19.1% | +52.7% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling