+129.7%
ROP vs XYL
+150.5%
-20.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -4.6% | +1.2% | -5.8% | -5.2% |
| 30D | -1.7% | -11.9% | +10.2% | +4.4% |
| 3M | +17.1% | -1.5% | +18.6% | +17.7% |
| 6M | +10.9% | -11.9% | +22.8% | +16.9% |
| YTD | -12.1% | -20.6% | +8.5% | -2.6% |
| 1Y | -24.2% | -23.5% | -0.7% | -14.7% |
| 3Y | -20.4% | +14.9% | -35.2% | -29.0% |
| 5Y | -15.4% | -15.3% | -0.1% | -13.3% |
| All | +129.7% | +150.5% | -20.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling