+45.3%
XOP vs ROK
+25.3%
+20.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.5% |
| 7D | -10.5% | 0.0% | -10.5% | -10.5% |
| 30D | -4.3% | -2.5% | -1.9% | -4.6% |
| 3M | +4.7% | 0.0% | +4.7% | +4.8% |
| 6M | -0.1% | +11.6% | -11.6% | +1.0% |
| YTD | +43.8% | +15.2% | +28.7% | +46.3% |
| 1Y | +45.3% | +25.0% | +20.3% | +44.7% |
| All | +45.3% | +25.3% | +20.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling