+44.0%
XOP vs RL
+369.1%
-325.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -8.4% | +1.3% | -9.7% | -9.1% |
| 30D | -8.4% | +7.6% | -16.0% | -11.4% |
| 3M | +0.2% | -1.5% | +1.7% | -0.1% |
| 6M | +7.2% | +12.1% | -4.9% | -0.3% |
| YTD | +40.8% | +13.9% | +26.9% | +27.5% |
| 1Y | +36.3% | +20.7% | +15.6% | +19.9% |
| 3Y | +37.2% | +260.6% | -223.4% | -30.6% |
| 5Y | +86.6% | +248.9% | -162.2% | -8.6% |
| 10Y | +44.0% | +355.9% | -311.9% | -41.7% |
| All | +44.0% | +369.1% | -325.1% | -41.7% |
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