-15.3%
ROP vs XYL
-14.7%
-0.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.8% | -4.0% |
| 7D | -5.4% | +1.8% | -7.2% | -6.1% |
| 30D | -1.6% | -9.2% | +7.6% | +2.0% |
| 3M | +18.8% | -0.3% | +19.1% | +18.8% |
| 6M | +8.2% | -11.0% | +19.2% | +12.5% |
| YTD | -10.5% | -19.2% | +8.7% | -3.4% |
| 1Y | -23.7% | -21.2% | -2.5% | -17.1% |
| 3Y | -17.9% | +18.6% | -36.5% | -26.0% |
| 5Y | -15.3% | -14.3% | -1.0% | -14.7% |
| All | -15.3% | -14.7% | -0.6% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling