+59.5%
XOP vs RUN
-31.9%
+91.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +2.6% | +1.3% | +1.3% | +2.4% |
| 30D | +15.4% | -15.3% | +30.7% | +17.4% |
| 3M | +12.1% | -40.0% | +52.1% | +18.2% |
| 6M | +19.7% | -27.0% | +46.6% | +21.9% |
| YTD | +52.4% | -51.7% | +104.1% | +60.8% |
| 1Y | +47.6% | -45.9% | +93.4% | +51.4% |
| 3Y | +34.4% | -43.8% | +78.1% | +16.3% |
| 5Y | +154.4% | -80.5% | +234.9% | +140.3% |
| 10Y | +54.7% | +45.3% | +9.4% | -8.9% |
| All | +59.5% | -31.9% | +91.5% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling