+184.4%
ROP vs XYL
+100.4%
+84.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | +0.7% | -3.7% | +4.4% | +2.5% |
| 30D | +28.8% | -8.3% | +37.1% | +33.2% |
| 3M | +21.1% | -21.4% | +42.5% | +34.6% |
| 6M | +52.5% | -12.9% | +65.5% | +60.9% |
| YTD | +8.9% | -30.1% | +38.9% | +27.0% |
| 1Y | +8.2% | -35.2% | +43.4% | +31.0% |
| 3Y | -5.2% | -0.8% | -4.4% | -9.9% |
| 5Y | +1.7% | -23.2% | +25.0% | +8.2% |
| All | +184.4% | +100.4% | +84.0% | +78.4% |
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