+1,101.4%
XLY vs ROP
+5,069.3%
-3,967.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -2.1% | -6.1% | +4.0% | +0.4% |
| 30D | -6.0% | -3.4% | -2.7% | -4.8% |
| 3M | -2.7% | +16.7% | -19.4% | -9.4% |
| 6M | -1.5% | +8.1% | -9.5% | -5.7% |
| YTD | -5.4% | -11.7% | +6.2% | -2.2% |
| 1Y | -3.8% | -24.2% | +20.4% | +5.8% |
| 3Y | +36.6% | -19.0% | +55.5% | +45.7% |
| 5Y | +27.4% | -15.9% | +43.2% | +33.5% |
| 10Y | +218.2% | +135.7% | +82.5% | +118.1% |
| All | +1,101.4% | +5,069.3% | -3,967.9% | +248.6% |
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