+170.7%
XLE vs ROP
+134.1%
+36.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.5% |
| 7D | 0.0% | -5.4% | +5.4% | +2.6% |
| 30D | +12.6% | -1.6% | +14.3% | +13.3% |
| 3M | +11.8% | +18.8% | -7.0% | +1.6% |
| 6M | +16.1% | +8.2% | +7.9% | +10.0% |
| YTD | +46.9% | -10.5% | +57.3% | +52.4% |
| 1Y | +53.3% | -23.7% | +77.0% | +73.0% |
| 3Y | +54.9% | -17.9% | +72.8% | +64.2% |
| 5Y | +225.7% | -15.3% | +241.0% | +229.9% |
| 10Y | +170.7% | +133.4% | +37.3% | +46.8% |
| All | +170.7% | +134.1% | +36.5% | +46.8% |
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