+45.3%
XOP vs RDW
+9.7%
+35.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -6.4% |
| 7D | -10.5% | -14.3% | +3.8% | -10.7% |
| 30D | -4.3% | -26.0% | +21.6% | -4.6% |
| 3M | +4.7% | -27.4% | +32.1% | +4.4% |
| 6M | -0.1% | -10.6% | +10.6% | -1.4% |
| YTD | +43.8% | +1.6% | +42.3% | +40.6% |
| 1Y | +45.3% | +11.1% | +34.2% | +42.6% |
| All | +45.3% | +9.7% | +35.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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