+54.8%
XOP vs RUN
+43.4%
+11.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.5% |
| 7D | +1.6% | -3.4% | +5.0% | +2.0% |
| 30D | +9.6% | -14.0% | +23.5% | +11.5% |
| 3M | +16.9% | -27.5% | +44.4% | +20.6% |
| 6M | +24.0% | -29.0% | +53.0% | +26.9% |
| YTD | +56.2% | -53.1% | +109.3% | +65.7% |
| 1Y | +51.8% | -46.7% | +98.5% | +56.3% |
| 3Y | +37.0% | -38.3% | +75.3% | +14.8% |
| 5Y | +163.4% | -80.7% | +244.1% | +148.4% |
| All | +54.8% | +43.4% | +11.5% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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