+67.3%
XOP vs ROP
+1,147.9%
-1,080.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +1.0% |
| 7D | -10.0% | -1.6% | -8.4% | -9.3% |
| 30D | -9.1% | +29.5% | -38.6% | -25.5% |
| 3M | +5.1% | +17.5% | -12.5% | -8.2% |
| 6M | +6.4% | +38.1% | -31.7% | -19.0% |
| YTD | +39.7% | +7.0% | +32.7% | +26.3% |
| 1Y | +37.2% | +6.5% | +30.7% | +24.2% |
| 3Y | +37.6% | -5.5% | +43.1% | +32.6% |
| 5Y | +76.5% | -0.4% | +76.9% | +57.6% |
| 10Y | +42.6% | +183.6% | -140.9% | -47.1% |
| All | +67.3% | +1,147.9% | -1,080.6% | -80.2% |
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 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