+29.0%
XEL vs ROP
-16.4%
+45.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +0.9% | -6.1% | +7.0% | +2.3% |
| 30D | -0.9% | -3.4% | +2.5% | -0.2% |
| 3M | -1.4% | +16.7% | -18.1% | -5.4% |
| 6M | -5.8% | +8.1% | -13.9% | -8.0% |
| YTD | +4.7% | -11.7% | +16.4% | +8.8% |
| 1Y | +9.1% | -24.2% | +33.3% | +19.5% |
| 3Y | +47.8% | -19.0% | +66.8% | +54.8% |
| 5Y | +29.0% | -15.9% | +44.9% | +26.9% |
| All | +29.0% | -16.4% | +45.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling