+1,624.0%
XEL vs ROP
+25,523.2%
-23,899.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.3% |
| 7D | -1.0% | -4.4% | +3.5% | -0.3% |
| 30D | -1.9% | +3.2% | -5.1% | -2.4% |
| 3M | -1.9% | +23.1% | -25.0% | -5.2% |
| 6M | -7.4% | +13.3% | -20.8% | -9.6% |
| YTD | +4.1% | -7.9% | +11.9% | +4.7% |
| 1Y | +8.0% | -22.1% | +30.1% | +11.5% |
| 3Y | +48.4% | -16.8% | +65.2% | +51.1% |
| 5Y | +27.2% | -13.5% | +40.8% | +28.4% |
| 10Y | +146.8% | +137.7% | +9.1% | +115.9% |
| All | +1,624.0% | +25,523.2% | -23,899.3% | +1,056.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling