+188.0%
XEL vs ROP
+185.2%
+2.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | +8.3% | +28.8% | -20.5% | -0.1% |
| 3M | +4.2% | +21.1% | -16.9% | -2.2% |
| 6M | +3.7% | +52.5% | -48.8% | -10.3% |
| YTD | +13.1% | +8.9% | +4.2% | +9.1% |
| 1Y | +5.0% | +8.2% | -3.2% | +1.5% |
| 3Y | +55.0% | -5.2% | +60.1% | +55.2% |
| 5Y | +51.8% | +1.7% | +50.1% | +45.9% |
| All | +188.0% | +185.2% | +2.9% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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