+135.9%
XLU vs ROP
+135.6%
+0.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -4.6% | +3.0% | -0.1% |
| 30D | -3.3% | -1.7% | -1.6% | -2.9% |
| 3M | -3.2% | +17.1% | -20.2% | -8.9% |
| 6M | -7.0% | +10.9% | -17.8% | -11.2% |
| YTD | +0.6% | -12.1% | +12.7% | +4.2% |
| 1Y | +2.4% | -24.2% | +26.7% | +12.2% |
| 3Y | +46.3% | -20.4% | +66.6% | +54.7% |
| 5Y | +44.0% | -15.4% | +59.3% | +46.3% |
| All | +135.9% | +135.6% | +0.2% | +79.3% |
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