+82.5%
XOP vs ROP
+974.9%
-892.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | +1.7% |
| 7D | +2.6% | -4.4% | +7.0% | +5.9% |
| 30D | +15.4% | +3.2% | +12.2% | +12.5% |
| 3M | +12.1% | +23.1% | -11.0% | -5.6% |
| 6M | +19.7% | +13.3% | +6.4% | +6.4% |
| YTD | +52.4% | -7.9% | +60.2% | +55.7% |
| 1Y | +47.6% | -22.1% | +69.6% | +69.9% |
| 3Y | +34.4% | -16.8% | +51.2% | +43.5% |
| 5Y | +154.4% | -13.5% | +167.9% | +154.7% |
| 10Y | +54.7% | +137.7% | -83.0% | -33.6% |
| All | +82.5% | +974.9% | -892.4% | -75.6% |
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