+73.1%
XOP vs RF
+61.5%
+11.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | -7.3% | +4.6% | -11.9% | -8.8% |
| 3M | +1.4% | -8.4% | +9.8% | +4.1% |
| 6M | +7.8% | +8.9% | -1.1% | +4.1% |
| YTD | +44.5% | +8.8% | +35.7% | +38.8% |
| 1Y | +37.0% | +18.9% | +18.1% | +27.7% |
| 3Y | +40.8% | +116.0% | -75.2% | +7.0% |
| 5Y | +88.7% | +46.0% | +42.6% | +60.6% |
| 10Y | +49.9% | +231.7% | -181.9% | +2.7% |
| All | +73.1% | +61.5% | +11.6% | +17.5% |
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