+85.6%
XOP vs RMBS
+279.9%
-194.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +0.6% | +3.0% | -2.3% | 0.0% |
| 30D | +16.5% | -14.4% | +30.9% | +20.2% |
| 3M | +15.7% | -42.8% | +58.6% | +28.8% |
| 6M | +19.2% | -1.4% | +20.6% | +12.1% |
| YTD | +55.0% | -5.4% | +60.4% | +44.9% |
| 1Y | +54.2% | +18.6% | +35.6% | +33.4% |
| 3Y | +35.9% | +57.3% | -21.4% | +1.8% |
| 5Y | +162.4% | +265.7% | -103.3% | +52.7% |
| 10Y | +50.2% | +546.0% | -495.9% | -25.4% |
| All | +85.6% | +279.9% | -194.3% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling