+28.9%
XOP vs REPL
+37.4%
-8.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.6% |
| 7D | +5.2% | +9.8% | -4.6% | +4.7% |
| 30D | -8.4% | +81.5% | -89.9% | -11.0% |
| 3M | +2.9% | +44.2% | -41.3% | +0.9% |
| 6M | +8.8% | +437.4% | -428.6% | -3.7% |
| YTD | +46.9% | +126.1% | -79.2% | +31.6% |
| 1Y | +41.5% | +143.1% | -101.7% | +26.1% |
| 3Y | +43.1% | +97.8% | -54.7% | +6.8% |
| 5Y | +92.2% | -34.3% | +126.5% | +59.8% |
| All | +28.9% | +37.4% | -8.4% | -19.1% |
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