+67.0%
XOP vs RL
+803.3%
-736.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | -14.7% | -4.2% | -10.6% | -13.4% |
| 30D | -7.7% | +4.3% | -12.0% | -9.8% |
| 3M | +4.4% | -4.6% | +9.0% | +5.6% |
| 6M | +3.5% | +1.7% | +1.8% | -0.2% |
| YTD | +39.4% | +7.3% | +32.1% | +28.5% |
| 1Y | +39.8% | +20.8% | +19.0% | +21.7% |
| 3Y | +29.7% | +247.0% | -217.3% | -34.2% |
| 5Y | +78.6% | +225.5% | -146.9% | -10.7% |
| 10Y | +51.8% | +363.0% | -311.2% | -40.6% |
| All | +67.0% | +803.3% | -736.4% | -59.3% |
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