+183.1%
ROP vs XYL
+100.1%
+83.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.6% |
| 7D | -2.7% | -6.0% | +3.4% | +0.2% |
| 30D | +29.7% | -8.3% | +38.0% | +34.2% |
| 3M | +21.2% | -22.6% | +43.8% | +35.8% |
| 6M | +48.3% | -15.0% | +63.3% | +58.3% |
| YTD | +8.4% | -30.2% | +38.6% | +26.5% |
| 1Y | +6.0% | -36.4% | +42.4% | +29.5% |
| 3Y | -5.6% | -0.9% | -4.7% | -10.3% |
| 5Y | +1.3% | -23.4% | +24.6% | +7.8% |
| All | +183.1% | +100.1% | +83.0% | +77.8% |
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