+160.6%
XOP vs RUN
-80.3%
+240.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.1% | +0.9% |
| 7D | +1.0% | -1.8% | +2.7% | +1.1% |
| 30D | +10.8% | -10.8% | +21.7% | +11.7% |
| 3M | +19.5% | -30.2% | +49.6% | +22.1% |
| 6M | +21.6% | -22.3% | +43.9% | +22.3% |
| YTD | +55.8% | -52.2% | +108.0% | +61.4% |
| 1Y | +54.6% | -45.1% | +99.7% | +57.0% |
| 3Y | +36.6% | -37.1% | +73.7% | +21.3% |
| 5Y | +160.6% | -80.3% | +240.9% | +156.8% |
| All | +160.6% | -80.3% | +240.9% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling