+489.5%
ROP vs XYL
+449.8%
+39.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.5% | -2.6% |
| 7D | -4.4% | -5.0% | +0.6% | -2.1% |
| 30D | +3.2% | -13.2% | +16.4% | +10.3% |
| 3M | +23.1% | -3.7% | +26.8% | +25.0% |
| 6M | +13.3% | -17.7% | +31.0% | +23.2% |
| YTD | -7.9% | -21.5% | +13.7% | +2.3% |
| 1Y | -22.1% | -24.5% | +2.4% | -12.1% |
| 3Y | -16.8% | +6.9% | -23.7% | -22.5% |
| 5Y | -13.5% | -18.1% | +4.5% | -10.2% |
| 10Y | +137.7% | +134.7% | +3.0% | +43.0% |
| All | +489.5% | +449.8% | +39.7% | +151.6% |
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