+82.5%
XOP vs ROST
+4,026.9%
-3,944.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +2.6% | +0.9% | +1.6% | +2.1% |
| 30D | +15.4% | -8.9% | +24.3% | +20.1% |
| 3M | +12.1% | -0.8% | +12.9% | +11.6% |
| 6M | +19.7% | +8.5% | +11.2% | +13.2% |
| YTD | +52.4% | +28.6% | +23.8% | +32.7% |
| 1Y | +47.6% | +52.3% | -4.8% | +18.2% |
| 3Y | +34.4% | +94.8% | -60.5% | -6.8% |
| 5Y | +154.4% | +110.8% | +43.6% | +61.6% |
| 10Y | +54.7% | +304.5% | -249.9% | -30.5% |
| All | +82.5% | +4,026.9% | -3,944.4% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling