+85.6%
XOP vs ROK
+861.0%
-775.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.4% |
| 7D | +0.6% | +2.8% | -2.2% | -1.1% |
| 30D | +16.5% | -2.4% | +18.9% | +18.0% |
| 3M | +15.7% | -4.7% | +20.4% | +17.1% |
| 6M | +19.2% | +16.8% | +2.4% | +3.4% |
| YTD | +55.0% | +11.4% | +43.6% | +37.4% |
| 1Y | +54.2% | +26.2% | +28.0% | +25.2% |
| 3Y | +35.9% | +51.9% | -16.0% | -8.6% |
| 5Y | +162.4% | +46.4% | +116.0% | +70.4% |
| 10Y | +50.2% | +343.5% | -293.4% | -55.4% |
| All | +85.6% | +861.0% | -775.5% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling