+588.5%
ROP vs XYL
+403.7%
+184.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.7% |
| 7D | +0.2% | +0.6% | -0.4% | -0.1% |
| 30D | +30.3% | -5.7% | +36.0% | +33.0% |
| 3M | +17.8% | -19.8% | +37.6% | +29.3% |
| 6M | +38.9% | -14.2% | +53.1% | +47.5% |
| YTD | +7.6% | -28.1% | +35.7% | +23.4% |
| 1Y | +6.5% | -35.0% | +41.5% | +28.0% |
| 3Y | -6.3% | +2.1% | -8.4% | -11.4% |
| 5Y | +0.9% | -22.1% | +23.0% | +6.3% |
| 10Y | +180.7% | +107.0% | +73.8% | +77.4% |
| All | +588.5% | +403.7% | +184.7% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling