+162.4%
XOP vs RL
+241.4%
-79.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | +0.6% | +1.9% | -1.3% | +0.1% |
| 30D | +16.5% | -12.2% | +28.7% | +20.5% |
| 3M | +15.7% | -6.6% | +22.4% | +16.9% |
| 6M | +19.2% | +3.2% | +16.0% | +14.9% |
| YTD | +55.0% | -1.3% | +56.2% | +51.1% |
| 1Y | +54.2% | +13.6% | +40.6% | +42.5% |
| 3Y | +35.9% | +210.9% | -175.0% | -16.4% |
| 5Y | +162.4% | +246.9% | -84.4% | +41.4% |
| All | +162.4% | +241.4% | -79.0% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling