+128.8%
XLP vs ROP
+189.6%
-60.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.6% |
| 30D | +8.9% | +29.5% | -20.6% | -0.3% |
| 3M | +7.5% | +17.5% | -10.1% | +1.5% |
| 6M | +9.4% | +38.1% | -28.6% | -2.6% |
| YTD | +19.3% | +7.0% | +12.3% | +15.5% |
| 1Y | +21.7% | +6.5% | +15.2% | +18.0% |
| 3Y | +44.0% | -5.5% | +49.4% | +44.1% |
| 5Y | +42.8% | -0.4% | +43.2% | +38.2% |
| 10Y | +128.8% | +183.6% | -54.8% | +69.0% |
| All | +128.8% | +189.6% | -60.8% | +69.0% |
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