+167.2%
XLE vs ROP
+196.0%
-28.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +1.3% |
| 7D | -12.0% | +2.1% | -14.1% | -13.1% |
| 30D | -2.7% | +32.9% | -35.7% | -15.5% |
| 3M | +6.6% | +20.3% | -13.7% | -3.2% |
| 6M | +9.5% | +36.8% | -27.2% | -7.6% |
| YTD | +40.6% | +8.1% | +32.4% | +32.6% |
| 1Y | +43.6% | +8.3% | +35.3% | +35.2% |
| 3Y | +58.1% | -3.2% | +61.3% | +54.7% |
| 5Y | +152.2% | +1.7% | +150.5% | +133.3% |
| All | +167.2% | +196.0% | -28.8% | +28.7% |
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