+39.4%
XOP vs ROP
-18.8%
+58.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.9% |
| 7D | +1.0% | -6.1% | +7.1% | +2.3% |
| 30D | +10.8% | -3.4% | +14.2% | +11.6% |
| 3M | +19.5% | +16.7% | +2.8% | +14.2% |
| 6M | +21.6% | +8.1% | +13.5% | +18.6% |
| YTD | +55.8% | -11.7% | +67.5% | +61.6% |
| 1Y | +54.6% | -24.2% | +78.9% | +69.9% |
| All | +39.4% | -18.8% | +58.1% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling