+29.7%
XOP vs REPL
+48.4%
-18.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.3% |
| 7D | -14.7% | +22.8% | -37.5% | -14.9% |
| 30D | -7.7% | +63.8% | -71.5% | -8.2% |
| 3M | +4.4% | +68.1% | -63.7% | +3.8% |
| 6M | +3.5% | +528.5% | -525.0% | +0.7% |
| YTD | +39.4% | +122.4% | -83.0% | +36.6% |
| 1Y | +39.8% | +154.4% | -114.6% | +36.6% |
| 3Y | +29.7% | +68.0% | -38.3% | +21.0% |
| All | +29.7% | +48.4% | -18.7% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling