+42.0%
XLP vs ROP
+1.1%
+40.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.5% |
| 7D | +0.7% | +2.1% | -1.4% | +0.2% |
| 30D | +10.3% | +32.9% | -22.7% | +2.0% |
| 3M | +6.5% | +20.0% | -13.5% | +1.1% |
| 6M | +8.4% | +36.4% | -28.0% | -0.9% |
| YTD | +18.2% | +7.8% | +10.4% | +16.1% |
| 1Y | +22.4% | +8.0% | +14.4% | +20.1% |
| 3Y | +41.9% | -3.5% | +45.4% | +42.6% |
| All | +42.0% | +1.1% | +40.9% | +36.7% |
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