+22.6%
XOP vs REPL
+39.1%
-16.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.7% | +0.1% |
| 7D | -10.0% | +14.2% | -24.2% | -10.6% |
| 30D | -9.1% | +65.9% | -74.9% | -11.3% |
| 3M | +5.1% | +84.6% | -79.5% | +1.8% |
| 6M | +6.4% | +446.9% | -440.5% | -6.0% |
| YTD | +39.7% | +129.0% | -89.3% | +25.1% |
| 1Y | +37.2% | +167.9% | -130.6% | +21.6% |
| 3Y | +37.6% | +93.9% | -56.3% | +3.1% |
| 5Y | +76.5% | -33.0% | +109.5% | +46.5% |
| All | +22.6% | +39.1% | -16.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling