+76.5%
XOP vs ROP
-0.2%
+76.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | -10.0% | -1.6% | -8.4% | -9.7% |
| 30D | -9.1% | +29.5% | -38.6% | -16.0% |
| 3M | +5.1% | +17.5% | -12.5% | -0.3% |
| 6M | +6.4% | +38.1% | -31.7% | -4.8% |
| YTD | +39.7% | +7.0% | +32.7% | +36.6% |
| 1Y | +37.2% | +6.5% | +30.7% | +34.4% |
| 3Y | +37.6% | -5.5% | +43.1% | +40.6% |
| 5Y | +76.5% | -0.4% | +76.9% | +68.9% |
| All | +76.5% | -0.2% | +76.7% | +68.9% |
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