+51.7%
XOP vs ROK
+264.0%
-212.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.2% |
| 7D | +6.3% | +7.1% | -0.7% | +2.5% |
| 30D | -6.6% | -5.0% | -1.6% | -4.9% |
| 3M | +3.6% | -9.4% | +12.9% | +7.8% |
| 6M | +10.8% | -11.0% | +21.8% | +14.5% |
| YTD | +48.3% | +4.4% | +43.8% | +36.1% |
| 1Y | +42.9% | +7.4% | +35.5% | +28.7% |
| 3Y | +43.3% | +61.0% | -17.7% | -6.2% |
| 5Y | +94.0% | +30.4% | +63.6% | +40.0% |
| All | +51.7% | +264.0% | -212.3% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling