+75.8%
XOP vs RBA
+37.7%
+38.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -14.7% | +4.3% | -19.0% | -15.5% |
| 30D | -7.7% | +16.3% | -24.0% | -10.7% |
| 3M | +4.4% | +1.3% | +3.1% | +3.8% |
| 6M | +3.5% | -11.1% | +14.6% | +5.2% |
| YTD | +39.4% | -8.5% | +47.9% | +39.9% |
| 1Y | +39.8% | -2.1% | +41.9% | +37.7% |
| 3Y | +29.7% | +44.6% | -14.9% | +17.0% |
| All | +75.8% | +37.7% | +38.1% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling