+55.0%
XOP vs RSG
+428.9%
-373.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.3% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +9.6% | +4.0% | +5.6% | +7.2% |
| 3M | +20.4% | +7.4% | +13.0% | +15.2% |
| 6M | +19.9% | +0.1% | +19.8% | +19.1% |
| YTD | +56.4% | +6.0% | +50.4% | +50.3% |
| 1Y | +52.4% | -3.0% | +55.4% | +53.8% |
| 3Y | +39.9% | +56.5% | -16.6% | +2.2% |
| 5Y | +163.7% | +90.9% | +72.8% | +63.6% |
| All | +55.0% | +428.9% | -373.9% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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