+51.7%
XOP vs RL
+337.1%
-285.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | +6.3% | +2.6% | +3.8% | +5.2% |
| 30D | -6.6% | +2.9% | -9.5% | -8.2% |
| 3M | +3.6% | 0.0% | +3.6% | +2.6% |
| 6M | +10.8% | +17.1% | -6.4% | +1.1% |
| YTD | +48.3% | +10.1% | +38.1% | +36.0% |
| 1Y | +42.9% | +17.3% | +25.6% | +27.1% |
| 3Y | +43.3% | +249.3% | -206.0% | -26.7% |
| 5Y | +94.0% | +240.9% | -146.9% | -4.3% |
| All | +51.7% | +337.1% | -285.4% | -39.4% |
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