+35.8%
XLC vs ROP
+1.4%
+34.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.4% | +1.6% |
| 7D | +4.9% | +2.1% | +2.8% | +4.0% |
| 30D | -5.8% | +32.9% | -38.7% | -16.7% |
| 3M | -5.4% | +20.3% | -25.8% | -12.8% |
| 6M | -10.2% | +36.8% | -46.9% | -22.3% |
| YTD | -10.2% | +8.1% | -18.3% | -12.9% |
| 1Y | -5.6% | +8.3% | -13.9% | -8.6% |
| 3Y | +61.0% | -3.2% | +64.2% | +62.4% |
| All | +35.8% | +1.4% | +34.5% | +27.0% |
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