+139.9%
XLC vs ROP
+47.4%
+92.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | -1.4% | -6.1% | +4.7% | +1.5% |
| 30D | -0.9% | -3.4% | +2.5% | +0.6% |
| 3M | -0.3% | +16.7% | -17.0% | -8.1% |
| 6M | -5.2% | +8.1% | -13.2% | -9.6% |
| YTD | -5.3% | -11.7% | +6.4% | -0.7% |
| 1Y | -2.8% | -24.2% | +21.4% | +10.0% |
| 3Y | +71.2% | -19.0% | +90.2% | +85.1% |
| 5Y | +37.6% | -15.9% | +53.4% | +43.9% |
| All | +139.9% | +47.4% | +92.5% | +84.5% |
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