+263.9%
XOP vs ROIV
+232.7%
+31.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.9% |
| 7D | +2.6% | +0.6% | +1.9% | +2.5% |
| 30D | +15.4% | +1.0% | +14.5% | +15.3% |
| 3M | +12.1% | +18.3% | -6.2% | +10.8% |
| 6M | +19.7% | +18.3% | +1.4% | +18.1% |
| YTD | +52.4% | +61.0% | -8.6% | +46.8% |
| 1Y | +47.6% | +177.9% | -130.3% | +36.5% |
| 3Y | +34.4% | +199.1% | -164.7% | +22.7% |
| 5Y | +154.4% | +250.7% | -96.3% | +106.3% |
| All | +263.9% | +232.7% | +31.2% | +184.8% |
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