+82.5%
XOP vs RL
+740.1%
-657.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.7% |
| 7D | +2.6% | -0.8% | +3.4% | +2.8% |
| 30D | +15.4% | -7.8% | +23.2% | +19.3% |
| 3M | +12.1% | -4.0% | +16.1% | +12.7% |
| 6M | +19.7% | -1.9% | +21.6% | +16.1% |
| YTD | +52.4% | -0.2% | +52.6% | +46.1% |
| 1Y | +47.6% | +10.7% | +36.9% | +34.3% |
| 3Y | +34.4% | +210.8% | -176.4% | -28.0% |
| 5Y | +154.4% | +238.2% | -83.8% | +24.7% |
| 10Y | +54.7% | +313.4% | -258.7% | -36.0% |
| All | +82.5% | +740.1% | -657.6% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling