+147.5%
XEL vs ROP
+135.7%
+11.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | -1.2% | -8.0% | +6.8% | +1.3% |
| 30D | -2.9% | -2.7% | -0.2% | -2.2% |
| 3M | -2.7% | +16.6% | -19.3% | -8.0% |
| 6M | -6.5% | +10.4% | -16.9% | -10.3% |
| YTD | +3.6% | -12.1% | +15.7% | +7.1% |
| 1Y | +7.5% | -23.6% | +31.1% | +16.8% |
| 3Y | +46.3% | -19.3% | +65.7% | +53.7% |
| 5Y | +30.5% | -15.4% | +45.9% | +32.8% |
| All | +147.5% | +135.7% | +11.8% | +97.4% |
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