-22.2%
RKT vs XOP
+309.5%
-331.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +2.1% | +2.6% | -0.5% | +1.7% |
| 30D | +1.4% | +15.4% | -14.0% | -0.6% |
| 3M | +6.3% | +12.1% | -5.8% | +4.2% |
| 6M | -15.5% | +19.7% | -35.1% | -18.9% |
| YTD | -27.4% | +52.4% | -79.8% | -34.1% |
| 1Y | -26.6% | +47.6% | -74.1% | -32.9% |
| 3Y | +41.2% | +34.4% | +6.9% | +29.9% |
| 5Y | -6.4% | +154.4% | -160.8% | -21.4% |
| All | -22.2% | +309.5% | -331.7% | -36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling