+33.8%
XOP vs REPL
-6.0%
+39.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +2.6% | -3.0% | +5.5% | +2.7% |
| 30D | +15.4% | +27.1% | -11.7% | +14.1% |
| 3M | +12.1% | +52.4% | -40.3% | +7.6% |
| 6M | +19.7% | +107.4% | -87.8% | +7.7% |
| YTD | +52.4% | +54.7% | -2.3% | +39.3% |
| 1Y | +47.6% | +158.9% | -111.3% | +26.2% |
| 3Y | +34.4% | -23.7% | +58.1% | +10.1% |
| 5Y | +154.4% | -54.3% | +208.7% | +115.1% |
| All | +33.8% | -6.0% | +39.8% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling