+39.7%
XOP vs RRX
+1.6%
+38.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.6% |
| 7D | +1.6% | -3.7% | +5.4% | +2.3% |
| 30D | +9.6% | -9.3% | +18.9% | +11.4% |
| 3M | +16.9% | -21.8% | +38.7% | +20.8% |
| 6M | +24.0% | -22.0% | +46.0% | +26.4% |
| YTD | +56.2% | +11.9% | +44.3% | +41.9% |
| 1Y | +51.8% | +11.6% | +40.2% | +37.2% |
| All | +39.7% | +1.6% | +38.1% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling