+45.3%
XOP vs RBA
-2.0%
+47.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -6.4% |
| 7D | -10.5% | +12.7% | -23.2% | -10.7% |
| 30D | -4.3% | +15.5% | -19.9% | -4.6% |
| 3M | +4.7% | -14.0% | +18.7% | +5.2% |
| 6M | -0.1% | -8.8% | +8.8% | +0.1% |
| YTD | +43.8% | -6.9% | +50.8% | +44.0% |
| 1Y | +45.3% | -3.0% | +48.3% | +43.6% |
| All | +45.3% | -2.0% | +47.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling