+153.3%
XOP vs RMBS
+265.4%
-112.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | +2.6% | +1.8% | +0.9% | +2.4% |
| 30D | +9.6% | -13.9% | +23.5% | +11.6% |
| 3M | +20.4% | -39.8% | +60.2% | +27.7% |
| 6M | +19.9% | -6.0% | +25.9% | +14.9% |
| YTD | +56.4% | -5.4% | +61.8% | +47.6% |
| 1Y | +52.4% | -1.8% | +54.3% | +40.5% |
| 3Y | +39.9% | +53.7% | -13.8% | +8.9% |
| All | +153.3% | +265.4% | -112.1% | +41.1% |
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