+153.3%
XOP vs RRX
+17.8%
+135.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.8% |
| 7D | +2.6% | -0.3% | +3.0% | +2.7% |
| 30D | +9.6% | -6.1% | +15.7% | +11.2% |
| 3M | +20.4% | -23.1% | +43.4% | +27.0% |
| 6M | +19.9% | -19.5% | +39.4% | +22.3% |
| YTD | +56.4% | +16.1% | +40.3% | +38.4% |
| 1Y | +52.4% | +12.9% | +39.5% | +35.3% |
| 3Y | +39.9% | +7.9% | +31.9% | +21.1% |
| All | +153.3% | +17.8% | +135.5% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling