+29.7%
XOP vs RF
+104.8%
-75.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -14.7% | -0.9% | -13.8% | -14.5% |
| 30D | -7.7% | +6.0% | -13.7% | -9.8% |
| 3M | +4.4% | -8.9% | +13.3% | +7.9% |
| 6M | +3.5% | +2.3% | +1.2% | +1.5% |
| YTD | +39.4% | +7.6% | +31.9% | +32.4% |
| 1Y | +39.8% | +21.2% | +18.6% | +24.7% |
| 3Y | +29.7% | +108.5% | -78.9% | -9.9% |
| All | +29.7% | +104.8% | -75.2% | -9.9% |
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