-9.7%
RKT vs XOP
+165.6%
-175.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -2.8% |
| 7D | -1.0% | +1.0% | -1.9% | -1.1% |
| 30D | -2.4% | +10.8% | -13.2% | -4.1% |
| 3M | +1.9% | +19.5% | -17.6% | -1.7% |
| 6M | -13.9% | +21.6% | -35.4% | -18.4% |
| YTD | -30.6% | +55.8% | -86.5% | -39.1% |
| 1Y | -34.4% | +54.6% | -89.0% | -42.3% |
| 3Y | +38.2% | +36.6% | +1.5% | +23.9% |
| 5Y | -9.7% | +160.6% | -170.3% | -34.1% |
| All | -9.7% | +165.6% | -175.3% | -34.1% |
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