+67.3%
XOP vs RL
+856.0%
-788.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -2.3% |
| 7D | -10.0% | +0.2% | -10.3% | -10.5% |
| 30D | -9.1% | +7.3% | -16.4% | -12.3% |
| 3M | +5.1% | +1.0% | +4.0% | +3.6% |
| 6M | +6.4% | +11.8% | -5.4% | -1.6% |
| YTD | +39.7% | +13.6% | +26.1% | +25.6% |
| 1Y | +37.2% | +24.0% | +13.2% | +18.2% |
| 3Y | +37.6% | +256.6% | -219.0% | -30.9% |
| 5Y | +76.5% | +240.2% | -163.7% | -13.4% |
| 10Y | +42.6% | +373.0% | -330.3% | -44.7% |
| All | +67.3% | +856.0% | -788.7% | -60.2% |
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