+101.4%
XLP vs ROP
+137.6%
-36.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +0.4% |
| 7D | -1.0% | -4.4% | +3.4% | +0.5% |
| 30D | -0.9% | +3.2% | -4.1% | -2.0% |
| 3M | +3.8% | +23.1% | -19.2% | -3.6% |
| 6M | -1.7% | +13.3% | -15.0% | -6.5% |
| YTD | +10.3% | -7.9% | +18.1% | +12.5% |
| 1Y | +7.8% | -22.1% | +29.9% | +16.9% |
| 3Y | +27.2% | -16.8% | +44.0% | +33.0% |
| 5Y | +32.5% | -13.5% | +46.1% | +34.7% |
| All | +101.4% | +137.6% | -36.3% | +47.3% |
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