+67.0%
XOP vs RBA
+698.1%
-631.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -14.7% | +4.3% | -19.0% | -16.4% |
| 30D | -7.7% | +16.3% | -24.0% | -13.7% |
| 3M | +4.4% | +1.3% | +3.1% | +3.0% |
| 6M | +3.5% | -11.1% | +14.6% | +6.5% |
| YTD | +39.4% | -8.5% | +47.9% | +40.0% |
| 1Y | +39.8% | -2.1% | +41.9% | +36.0% |
| 3Y | +29.7% | +44.6% | -14.9% | +3.7% |
| 5Y | +78.6% | +36.8% | +41.8% | +39.8% |
| 10Y | +51.8% | +227.3% | -175.5% | -27.4% |
| All | +67.0% | +698.1% | -631.2% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling