+75.8%
XOP vs ROIV
+378.2%
-302.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.6% |
| 7D | -14.7% | +5.3% | -20.1% | -15.0% |
| 30D | -7.7% | +11.9% | -19.6% | -8.4% |
| 3M | +4.4% | +10.7% | -6.3% | +3.5% |
| 6M | +3.5% | +34.9% | -31.4% | +1.0% |
| YTD | +39.4% | +79.2% | -39.8% | +32.6% |
| 1Y | +39.8% | +89.0% | -49.2% | +32.3% |
| 3Y | +29.7% | +337.3% | -307.7% | +14.7% |
| All | +75.8% | +378.2% | -302.5% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling