-5.4%
RKT vs XOP
+92.5%
-97.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.6% | -6.7% | -5.3% |
| 7D | -7.5% | +5.2% | -12.7% | -8.2% |
| 30D | +26.6% | -8.4% | +35.0% | +27.9% |
| 3M | -2.4% | +2.9% | -5.4% | -3.5% |
| 6M | -7.4% | +8.8% | -16.2% | -9.8% |
| YTD | -29.2% | +46.9% | -76.1% | -37.7% |
| 1Y | -23.5% | +41.5% | -65.0% | -32.0% |
| 3Y | +73.9% | +43.1% | +30.8% | +50.5% |
| All | -5.4% | +92.5% | -97.9% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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