-20.0%
ROP vs XYL
+16.4%
-36.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.0% |
| 7D | -6.1% | +0.8% | -7.0% | -6.4% |
| 30D | -3.4% | -10.8% | +7.5% | +0.5% |
| 3M | +16.7% | -2.5% | +19.2% | +17.7% |
| 6M | +8.1% | -12.2% | +20.2% | +12.5% |
| YTD | -11.7% | -20.1% | +8.4% | -4.9% |
| 1Y | -24.2% | -20.6% | -3.6% | -18.4% |
| All | -20.0% | +16.4% | -36.4% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling