+55.0%
XOP vs ROP
+135.6%
-80.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | -4.6% | +7.2% | +5.3% |
| 30D | +9.6% | -1.7% | +11.3% | +10.3% |
| 3M | +20.4% | +17.1% | +3.3% | +8.0% |
| 6M | +19.9% | +10.9% | +9.0% | +10.6% |
| YTD | +56.4% | -12.1% | +68.5% | +65.0% |
| 1Y | +52.4% | -24.2% | +76.7% | +76.2% |
| 3Y | +39.9% | -20.4% | +60.3% | +53.0% |
| 5Y | +163.7% | -15.4% | +179.1% | +168.6% |
| All | +55.0% | +135.6% | -80.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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