+155.1%
XOP vs RF
+89.8%
+65.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +2.6% | +1.3% | +1.3% | +1.9% |
| 30D | +15.4% | -3.6% | +19.1% | +17.3% |
| 3M | +12.1% | +8.1% | +4.0% | +7.4% |
| 6M | +19.7% | +11.5% | +8.2% | +12.1% |
| YTD | +52.4% | +15.6% | +36.8% | +39.5% |
| 1Y | +47.6% | +15.7% | +31.9% | +34.5% |
| 3Y | +34.4% | +86.9% | -52.5% | -7.0% |
| All | +155.1% | +89.8% | +65.3% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling