+55.0%
XOP vs RRX
+228.4%
-173.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.5% |
| 7D | +2.6% | -0.3% | +3.0% | +2.7% |
| 30D | +9.6% | -6.1% | +15.7% | +12.5% |
| 3M | +20.4% | -23.1% | +43.4% | +31.9% |
| 6M | +19.9% | -19.5% | +39.4% | +23.4% |
| YTD | +56.4% | +16.1% | +40.3% | +29.2% |
| 1Y | +52.4% | +12.9% | +39.5% | +26.1% |
| 3Y | +39.9% | +7.9% | +31.9% | +7.9% |
| 5Y | +163.7% | +19.1% | +144.6% | +76.7% |
| All | +55.0% | +228.4% | -173.4% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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