+253.7%
XOP vs RPRX
+79.7%
+174.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +5.2% | +2.1% | +3.1% | +4.7% |
| 30D | -8.4% | +21.9% | -30.3% | -11.9% |
| 3M | +2.9% | +16.9% | -14.0% | -0.4% |
| 6M | +8.8% | +34.5% | -25.7% | +2.1% |
| YTD | +46.9% | +80.9% | -34.0% | +28.7% |
| 1Y | +41.5% | +77.6% | -36.1% | +24.5% |
| 3Y | +43.1% | +173.5% | -130.4% | +11.9% |
| 5Y | +92.2% | +84.9% | +7.3% | +65.5% |
| All | +253.7% | +79.7% | +174.0% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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