+45.3%
XOP vs RF
+25.4%
+19.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.2% |
| 7D | -10.5% | +2.3% | -12.8% | -10.3% |
| 30D | -4.3% | +7.2% | -11.6% | -3.8% |
| 3M | +4.7% | -8.2% | +12.9% | +3.8% |
| 6M | -0.1% | +7.0% | -7.1% | +0.2% |
| YTD | +43.8% | +10.3% | +33.5% | +44.6% |
| 1Y | +45.3% | +25.1% | +20.2% | +39.7% |
| All | +45.3% | +25.4% | +19.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling