+85.6%
XOP vs RSG
+1,202.4%
-1,116.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +0.6% | -0.7% | +1.4% | +1.1% |
| 30D | +16.5% | +3.3% | +13.2% | +14.0% |
| 3M | +15.7% | +8.5% | +7.3% | +9.1% |
| 6M | +19.2% | -3.5% | +22.7% | +21.1% |
| YTD | +55.0% | +5.5% | +49.5% | +48.2% |
| 1Y | +54.2% | -1.7% | +55.9% | +54.0% |
| 3Y | +35.9% | +56.9% | -21.0% | -4.1% |
| 5Y | +162.4% | +89.4% | +73.0% | +57.7% |
| 10Y | +50.2% | +412.5% | -362.4% | -56.5% |
| All | +85.6% | +1,202.4% | -1,116.8% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling