+54.8%
XOP vs ROST
+308.3%
-253.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.6% | -2.5% | +4.1% | +2.7% |
| 30D | +9.6% | -10.3% | +19.9% | +14.6% |
| 3M | +16.9% | -2.6% | +19.5% | +17.4% |
| 6M | +24.0% | +6.5% | +17.5% | +18.3% |
| YTD | +56.2% | +25.9% | +30.3% | +37.3% |
| 1Y | +51.8% | +52.3% | -0.6% | +21.6% |
| 3Y | +37.0% | +94.6% | -57.6% | -5.4% |
| 5Y | +163.4% | +111.1% | +52.3% | +66.8% |
| All | +54.8% | +308.3% | -253.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling