+56.2%
XOP vs RL
+297.6%
-241.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.9% |
| 7D | +1.0% | -0.3% | +1.2% | +1.0% |
| 30D | +10.8% | -17.5% | +28.4% | +19.4% |
| 3M | +19.5% | -14.0% | +33.4% | +25.5% |
| 6M | +21.6% | -2.0% | +23.6% | +18.1% |
| YTD | +55.8% | -4.6% | +60.4% | +52.4% |
| 1Y | +54.6% | +9.5% | +45.1% | +41.5% |
| 3Y | +36.6% | +200.5% | -163.8% | -25.4% |
| 5Y | +160.6% | +226.3% | -65.6% | +29.6% |
| 10Y | +56.2% | +304.8% | -248.5% | -32.6% |
| All | +56.2% | +297.6% | -241.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling