+82.5%
XOP vs RF
+71.5%
+11.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +2.6% | +1.3% | +1.3% | +2.1% |
| 30D | +15.4% | -3.6% | +19.1% | +16.7% |
| 3M | +12.1% | +8.1% | +4.0% | +8.9% |
| 6M | +19.7% | +11.5% | +8.2% | +14.5% |
| YTD | +52.4% | +15.6% | +36.8% | +43.7% |
| 1Y | +47.6% | +15.7% | +31.9% | +38.8% |
| 3Y | +34.4% | +86.9% | -52.5% | +6.7% |
| 5Y | +154.4% | +89.8% | +64.6% | +99.8% |
| 10Y | +54.7% | +344.7% | -290.0% | -1.5% |
| All | +82.5% | +71.5% | +11.0% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling