+24.3%
XLP vs ROP
+10.4%
+13.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.9% | -0.6% | +2.8% |
| 7D | +5.9% | +11.7% | -5.8% | +4.5% |
| 30D | +13.5% | +35.5% | -22.0% | +9.9% |
| 3M | +8.4% | +25.6% | -17.2% | +5.6% |
| 6M | +11.5% | +39.3% | -27.7% | +8.3% |
| YTD | +20.6% | +11.6% | +9.0% | +17.8% |
| 1Y | +24.3% | +10.6% | +13.7% | +21.5% |
| All | +24.3% | +10.4% | +13.9% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling