+36.8%
XOP vs REPL
-9.7%
+46.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +0.7% |
| 7D | +1.0% | -9.6% | +10.5% | +1.4% |
| 30D | +10.8% | +5.7% | +5.1% | +10.5% |
| 3M | +19.5% | +56.4% | -36.9% | +14.5% |
| 6M | +21.6% | +67.4% | -45.9% | +11.0% |
| YTD | +55.8% | +48.7% | +7.2% | +42.7% |
| 1Y | +54.6% | +148.3% | -93.6% | +32.6% |
| 3Y | +36.6% | -26.7% | +63.3% | +12.2% |
| 5Y | +160.6% | -54.1% | +214.8% | +119.2% |
| All | +36.8% | -9.7% | +46.5% | -12.3% |
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