+47.6%
XOP vs RMBS
+16.3%
+31.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.8% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | +15.4% | -12.2% | +27.6% | +15.3% |
| 3M | +12.1% | -49.5% | +61.6% | +11.9% |
| 6M | +19.7% | -7.1% | +26.8% | +17.6% |
| YTD | +52.4% | -7.0% | +59.4% | +48.1% |
| 1Y | +47.6% | +13.3% | +34.2% | +42.6% |
| All | +47.6% | +16.3% | +31.3% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling