+270.0%
XOP vs ROIV
+295.0%
-25.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +18.8% | -17.1% | +0.6% |
| 7D | +0.6% | +20.2% | -19.5% | -0.6% |
| 30D | +16.5% | +14.1% | +2.4% | +15.5% |
| 3M | +15.7% | +45.6% | -29.9% | +12.9% |
| 6M | +19.2% | +44.1% | -24.9% | +16.1% |
| YTD | +55.0% | +91.2% | -36.2% | +47.7% |
| 1Y | +54.2% | +221.3% | -167.1% | +41.4% |
| 3Y | +35.9% | +229.2% | -193.3% | +23.0% |
| 5Y | +162.4% | +316.5% | -154.1% | +110.5% |
| All | +270.0% | +295.0% | -25.0% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling