+649.7%
XLU vs ROP
+5,139.5%
-4,489.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.6% |
| 7D | +2.1% | -5.4% | +7.5% | +3.6% |
| 30D | -0.4% | -1.6% | +1.3% | 0.0% |
| 3M | +0.5% | +18.8% | -18.4% | -4.5% |
| 6M | -5.8% | +8.2% | -14.0% | -8.5% |
| YTD | +3.1% | -10.5% | +13.6% | +4.9% |
| 1Y | +8.1% | -23.7% | +31.9% | +14.7% |
| 3Y | +50.5% | -17.9% | +68.4% | +55.4% |
| 5Y | +44.7% | -15.3% | +60.1% | +47.2% |
| 10Y | +136.8% | +133.4% | +3.4% | +82.9% |
| All | +649.7% | +5,139.5% | -4,489.8% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling