+245.1%
XOP vs ROIV
+298.6%
-53.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.5% |
| 7D | +0.5% | +9.5% | -9.0% | 0.0% |
| 30D | -7.3% | +21.0% | -28.3% | -8.3% |
| 3M | +1.4% | +18.7% | -17.3% | +0.2% |
| 6M | +7.8% | +44.5% | -36.8% | +5.0% |
| YTD | +44.5% | +92.9% | -48.3% | +37.6% |
| 1Y | +37.0% | +100.2% | -63.2% | +30.0% |
| 3Y | +40.8% | +375.0% | -334.2% | +25.7% |
| 5Y | +88.7% | +435.2% | -346.5% | +58.4% |
| All | +245.1% | +298.6% | -53.5% | +166.9% |
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