+232.9%
XOP vs ROIV
+270.3%
-37.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.5% |
| 7D | -14.7% | +5.3% | -20.1% | -15.0% |
| 30D | -7.7% | +11.9% | -19.6% | -8.3% |
| 3M | +4.4% | +10.7% | -6.3% | +3.6% |
| 6M | +3.5% | +34.9% | -31.4% | +1.3% |
| YTD | +39.4% | +79.2% | -39.8% | +33.3% |
| 1Y | +39.8% | +89.0% | -49.2% | +33.0% |
| 3Y | +29.7% | +337.3% | -307.7% | +16.2% |
| 5Y | +78.6% | +402.3% | -323.7% | +50.8% |
| All | +232.9% | +270.3% | -37.4% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling