+86.6%
XOP vs RRX
+404.9%
-318.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.9% |
| 7D | +1.0% | -0.7% | +1.7% | +1.3% |
| 30D | +10.8% | -8.0% | +18.8% | +15.7% |
| 3M | +19.5% | -25.1% | +44.5% | +34.6% |
| 6M | +21.6% | -18.3% | +39.9% | +24.6% |
| YTD | +55.8% | +14.2% | +41.7% | +27.6% |
| 1Y | +54.6% | +13.0% | +41.6% | +25.3% |
| 3Y | +36.6% | +4.2% | +32.4% | +4.5% |
| 5Y | +160.6% | +17.9% | +142.8% | +72.5% |
| 10Y | +56.2% | +220.4% | -164.2% | -48.1% |
| All | +86.6% | +404.9% | -318.3% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling