+162.4%
XOP vs ROP
-14.2%
+176.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.5% |
| 7D | +0.6% | -5.4% | +6.0% | +2.3% |
| 30D | +16.5% | -1.6% | +18.2% | +16.9% |
| 3M | +15.7% | +18.8% | -3.1% | +8.6% |
| 6M | +19.2% | +8.2% | +11.0% | +15.4% |
| YTD | +55.0% | -10.5% | +65.4% | +60.2% |
| 1Y | +54.2% | -23.7% | +77.9% | +69.7% |
| 3Y | +35.9% | -17.9% | +53.7% | +44.3% |
| 5Y | +162.4% | -15.3% | +177.8% | +169.4% |
| All | +162.4% | -14.2% | +176.6% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling