+51.7%
XOP vs XRT
+136.4%
-84.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +6.3% | +1.7% | +4.6% | +5.1% |
| 30D | -6.6% | +7.5% | -14.1% | -11.8% |
| 3M | +3.6% | +2.2% | +1.4% | +0.8% |
| 6M | +10.8% | +14.7% | -3.9% | -1.4% |
| YTD | +48.3% | +7.5% | +40.8% | +36.4% |
| 1Y | +42.9% | +14.1% | +28.8% | +25.8% |
| 3Y | +43.3% | +58.8% | -15.5% | -3.5% |
| 5Y | +94.0% | -3.9% | +97.9% | +85.9% |
| All | +51.7% | +136.4% | -84.7% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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