+233.6%
XOP vs ROIV
+287.3%
-53.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | 0.0% |
| 7D | -10.0% | +13.3% | -23.3% | -10.7% |
| 30D | -9.1% | +14.8% | -23.8% | -9.8% |
| 3M | +5.1% | +11.9% | -6.8% | +4.2% |
| 6M | +6.4% | +42.4% | -36.0% | +3.7% |
| YTD | +39.7% | +87.4% | -47.7% | +33.2% |
| 1Y | +37.2% | +97.2% | -60.0% | +30.3% |
| 3Y | +37.6% | +375.7% | -338.0% | +22.9% |
| 5Y | +76.5% | +379.0% | -302.5% | +48.6% |
| All | +233.6% | +287.3% | -53.7% | +158.4% |
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