+44.0%
XOP vs ROL
+211.1%
-167.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -8.4% | +3.4% | -11.8% | -9.2% |
| 30D | -8.4% | +20.8% | -29.1% | -13.1% |
| 3M | +0.2% | +3.7% | -3.6% | -1.2% |
| 6M | +7.2% | -27.7% | +34.9% | +16.4% |
| YTD | +40.8% | -34.9% | +75.7% | +57.0% |
| 1Y | +36.3% | -33.3% | +69.6% | +50.8% |
| 3Y | +37.2% | +4.3% | +32.9% | +28.9% |
| 5Y | +86.6% | +15.0% | +71.7% | +65.3% |
| 10Y | +44.0% | +214.7% | -170.7% | -9.5% |
| All | +44.0% | +211.1% | -167.1% | -9.5% |
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