+53.8%
XOP vs RUN
-34.8%
+88.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +2.4% |
| 7D | +5.2% | -13.7% | +18.9% | +6.9% |
| 30D | -8.4% | +9.4% | -17.7% | -9.9% |
| 3M | +2.9% | -13.4% | +16.4% | +3.8% |
| 6M | +8.8% | -39.6% | +48.4% | +13.5% |
| YTD | +46.9% | -53.7% | +100.6% | +54.6% |
| 1Y | +41.5% | -56.2% | +97.7% | +49.4% |
| 3Y | +43.1% | -9.7% | +52.9% | +14.3% |
| 5Y | +92.2% | -85.5% | +177.7% | +91.0% |
| 10Y | +52.3% | +66.7% | -14.4% | -11.8% |
| All | +53.8% | -34.8% | +88.6% | -6.6% |
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