+55.0%
XOP vs TROW
+130.0%
-75.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | +2.6% | -3.2% | +5.8% | +4.5% |
| 30D | +9.6% | -4.6% | +14.2% | +12.5% |
| 3M | +20.4% | -0.7% | +21.0% | +19.3% |
| 6M | +19.9% | +22.2% | -2.3% | +4.0% |
| YTD | +56.4% | +6.6% | +49.8% | +46.2% |
| 1Y | +52.4% | +5.8% | +46.6% | +42.7% |
| 3Y | +39.9% | +11.6% | +28.3% | +22.8% |
| 5Y | +163.7% | -38.9% | +202.7% | +239.3% |
| All | +55.0% | +130.0% | -75.0% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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