+67.0%
XOP vs RY
+979.3%
-912.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +1.0% |
| 7D | -14.7% | -0.9% | -13.8% | -14.3% |
| 30D | -7.7% | +5.9% | -13.5% | -12.7% |
| 3M | +4.4% | -4.3% | +8.7% | +7.5% |
| 6M | +3.5% | +12.1% | -8.6% | -8.5% |
| YTD | +39.4% | +20.3% | +19.1% | +14.0% |
| 1Y | +39.8% | +41.0% | -1.2% | -1.6% |
| 3Y | +29.7% | +157.5% | -127.9% | -49.1% |
| 5Y | +78.6% | +123.2% | -44.6% | -19.7% |
| 10Y | +51.8% | +365.7% | -313.9% | -62.0% |
| All | +67.0% | +979.3% | -912.4% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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