+56.2%
XOP vs ROL
+205.3%
-149.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.9% |
| 7D | +1.0% | -3.3% | +4.2% | +1.9% |
| 30D | +10.8% | -7.2% | +18.1% | +13.1% |
| 3M | +19.5% | -27.0% | +46.4% | +29.9% |
| 6M | +21.6% | -39.5% | +61.1% | +39.1% |
| YTD | +55.8% | -41.8% | +97.6% | +79.9% |
| 1Y | +54.6% | -38.9% | +93.5% | +75.3% |
| 3Y | +36.6% | -0.4% | +37.0% | +29.6% |
| 5Y | +160.6% | -4.2% | +164.9% | +144.3% |
| 10Y | +56.2% | +208.2% | -152.0% | -11.9% |
| All | +56.2% | +205.3% | -149.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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