+82.5%
XOP vs ROL
+1,778.4%
-1,695.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +2.6% | -1.4% | +4.0% | +3.2% |
| 30D | +15.4% | -4.1% | +19.5% | +17.5% |
| 3M | +12.1% | -22.5% | +34.6% | +25.0% |
| 6M | +19.7% | -37.7% | +57.3% | +46.9% |
| YTD | +52.4% | -39.6% | +92.0% | +89.0% |
| 1Y | +47.6% | -36.0% | +83.6% | +76.9% |
| 3Y | +34.4% | -5.1% | +39.5% | +28.7% |
| 5Y | +154.4% | -3.4% | +157.8% | +132.9% |
| 10Y | +54.7% | +215.2% | -160.6% | -33.0% |
| All | +82.5% | +1,778.4% | -1,695.9% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling