+155.1%
XOP vs RBA
+45.3%
+109.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +2.6% | -2.9% | +5.5% | +3.2% |
| 30D | +15.4% | -12.3% | +27.7% | +18.5% |
| 3M | +12.1% | -20.5% | +32.6% | +16.8% |
| 6M | +19.7% | -18.5% | +38.2% | +23.7% |
| YTD | +52.4% | -18.2% | +70.6% | +56.8% |
| 1Y | +47.6% | -27.5% | +75.1% | +56.3% |
| 3Y | +34.4% | +38.1% | -3.7% | +22.1% |
| All | +155.1% | +45.3% | +109.9% | +122.2% |
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