+42.7%
XLP vs ROP
+3.7%
+39.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.5% | +9.2% | -5.7% | +1.0% |
| 30D | +11.6% | +35.5% | -24.0% | +2.6% |
| 3M | +7.6% | +24.4% | -16.8% | +1.2% |
| 6M | +10.0% | +38.0% | -28.0% | +0.3% |
| YTD | +19.7% | +11.1% | +8.7% | +16.6% |
| 1Y | +23.5% | +10.9% | +12.6% | +20.2% |
| 3Y | +44.0% | -0.5% | +44.4% | +43.4% |
| 5Y | +42.7% | +4.5% | +38.2% | +35.7% |
| All | +42.7% | +3.7% | +39.0% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling