+92.7%
XOP vs RMBS
+240.2%
-147.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.3% |
| 7D | +6.3% | +10.3% | -4.0% | +5.0% |
| 30D | -6.6% | -10.7% | +4.1% | -5.7% |
| 3M | +3.6% | -17.2% | +20.8% | +5.1% |
| 6M | +10.8% | -39.0% | +49.8% | +15.4% |
| YTD | +48.3% | -10.5% | +58.8% | +39.7% |
| 1Y | +42.9% | -11.0% | +53.9% | +34.4% |
| 3Y | +43.3% | +31.3% | +12.0% | +15.1% |
| All | +92.7% | +240.2% | -147.6% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling