+75.9%
XOP vs ROP
+1,164.4%
-1,088.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +5.2% | -2.7% | +7.8% | +7.2% |
| 30D | -8.4% | +29.7% | -38.1% | -25.0% |
| 3M | +2.9% | +21.2% | -18.3% | -12.0% |
| 6M | +8.8% | +48.3% | -39.4% | -21.2% |
| YTD | +46.9% | +8.4% | +38.5% | +31.6% |
| 1Y | +41.5% | +6.0% | +35.5% | +28.8% |
| 3Y | +43.1% | -5.6% | +48.7% | +38.2% |
| 5Y | +92.2% | +1.3% | +90.9% | +69.7% |
| 10Y | +52.3% | +184.1% | -131.8% | -43.5% |
| All | +75.9% | +1,164.4% | -1,088.5% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling