+37.2%
XOP vs RF
+116.7%
-79.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -8.4% | +0.3% | -8.7% | -8.5% |
| 30D | -8.4% | +6.2% | -14.5% | -10.5% |
| 3M | +0.2% | -7.8% | +8.0% | +3.1% |
| 6M | +7.2% | +5.9% | +1.3% | +3.7% |
| YTD | +40.8% | +9.0% | +31.8% | +33.1% |
| 1Y | +36.3% | +19.3% | +17.0% | +22.8% |
| 3Y | +37.2% | +116.4% | -79.3% | -4.8% |
| All | +37.2% | +116.7% | -79.5% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling