+133.6%
XLC vs ROP
+80.9%
+52.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +3.1% | -2.7% | +5.8% | +4.3% |
| 30D | -4.2% | +29.7% | -33.9% | -15.4% |
| 3M | -2.1% | +21.2% | -23.3% | -11.1% |
| 6M | -6.6% | +48.3% | -54.9% | -23.6% |
| YTD | -7.8% | +8.4% | -16.2% | -12.5% |
| 1Y | -4.1% | +6.0% | -10.1% | -8.0% |
| 3Y | +62.6% | -5.6% | +68.2% | +63.5% |
| 5Y | +39.6% | +1.3% | +38.4% | +33.5% |
| All | +133.6% | +80.9% | +52.7% | +62.5% |
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