+35.2%
XOP vs RF
+20.4%
+14.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.4% |
| 7D | -10.0% | -0.1% | -9.9% | -10.0% |
| 30D | -9.1% | +7.0% | -16.1% | -8.6% |
| 3M | +5.1% | -7.0% | +12.1% | +4.3% |
| 6M | +6.4% | +6.8% | -0.4% | +6.7% |
| YTD | +39.7% | +9.9% | +29.8% | +40.7% |
| All | +35.2% | +20.4% | +14.8% | +32.1% |
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