+92.7%
XOP vs RIG
+62.5%
+30.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | -0.6% |
| 7D | +6.3% | +5.7% | +0.6% | +4.1% |
| 30D | -6.6% | -0.7% | -5.9% | -6.7% |
| 3M | +3.6% | -3.1% | +6.7% | +4.0% |
| 6M | +10.8% | -16.3% | +27.1% | +16.8% |
| YTD | +48.3% | +34.1% | +14.1% | +28.2% |
| 1Y | +42.9% | +38.2% | +4.8% | +22.0% |
| 3Y | +43.3% | -15.3% | +58.6% | +36.2% |
| All | +92.7% | +62.5% | +30.2% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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