+142.5%
XLC vs ROP
+53.8%
+88.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +0.5% |
| 7D | -0.8% | -4.4% | +3.6% | +1.3% |
| 30D | +1.0% | +3.2% | -2.2% | -0.6% |
| 3M | -0.7% | +23.1% | -23.8% | -10.7% |
| 6M | -5.1% | +13.3% | -18.5% | -11.6% |
| YTD | -4.3% | -7.9% | +3.6% | -1.6% |
| 1Y | -0.6% | -22.1% | +21.5% | +11.2% |
| 3Y | +72.7% | -16.8% | +89.5% | +84.6% |
| 5Y | +38.0% | -13.5% | +51.5% | +42.6% |
| All | +142.5% | +53.8% | +88.7% | +82.9% |
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 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