+52.4%
XOP vs RMBS
+11.7%
+40.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | +2.6% | +1.8% | +0.9% | +2.6% |
| 30D | +9.6% | -13.9% | +23.5% | +9.5% |
| 3M | +20.4% | -39.8% | +60.2% | +20.2% |
| 6M | +19.9% | -6.0% | +25.9% | +17.8% |
| YTD | +56.4% | -5.4% | +61.8% | +51.6% |
| 1Y | +52.4% | -1.8% | +54.3% | +46.9% |
| All | +52.4% | +11.7% | +40.7% | +46.9% |
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