+50.3%
XOP vs RF
+219.4%
-169.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +5.2% | +0.4% | +4.8% | +4.9% |
| 30D | -8.4% | +5.6% | -13.9% | -11.7% |
| 3M | +2.9% | -8.9% | +11.8% | +8.6% |
| 6M | +8.8% | +7.1% | +1.7% | +2.6% |
| YTD | +46.9% | +8.3% | +38.6% | +35.3% |
| 1Y | +41.5% | +16.8% | +24.7% | +23.6% |
| 3Y | +43.1% | +115.0% | -71.9% | -20.5% |
| 5Y | +92.2% | +46.4% | +45.8% | +31.5% |
| All | +50.3% | +219.4% | -169.2% | -38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling