+43.3%
XOP vs ROK
+63.3%
-20.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +6.3% | +7.1% | -0.7% | +4.7% |
| 30D | -6.6% | -5.0% | -1.6% | -5.8% |
| 3M | +3.6% | -9.4% | +12.9% | +5.5% |
| 6M | +10.8% | -11.0% | +21.8% | +12.5% |
| YTD | +48.3% | +4.4% | +43.8% | +41.6% |
| 1Y | +42.9% | +7.4% | +35.5% | +34.8% |
| 3Y | +43.3% | +61.0% | -17.7% | +8.5% |
| All | +43.3% | +63.3% | -20.0% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling