+67.3%
XOP vs RF
+60.2%
+7.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.2% |
| 7D | -12.7% | -1.6% | -11.1% | -12.3% |
| 30D | -7.6% | +5.0% | -12.6% | -9.2% |
| 3M | +5.8% | -10.0% | +15.8% | +9.3% |
| 6M | -2.7% | +3.3% | -6.1% | -4.4% |
| YTD | +39.7% | +7.9% | +31.7% | +34.5% |
| 1Y | +42.4% | +21.2% | +21.2% | +31.8% |
| 3Y | +26.4% | +105.8% | -79.4% | -2.4% |
| 5Y | +78.9% | +43.7% | +35.2% | +53.1% |
| 10Y | +52.1% | +289.4% | -237.3% | +0.4% |
| All | +67.3% | +60.2% | +7.1% | +13.9% |
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 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