+42.9%
XOP vs XRT
+12.7%
+30.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.1% |
| 7D | +6.3% | +1.7% | +4.6% | +7.0% |
| 30D | -6.6% | +7.5% | -14.1% | -3.9% |
| 3M | +3.6% | +2.2% | +1.4% | +5.0% |
| 6M | +10.8% | +14.7% | -3.9% | +15.6% |
| YTD | +48.3% | +7.5% | +40.8% | +56.1% |
| 1Y | +42.9% | +14.1% | +28.8% | +47.5% |
| All | +42.9% | +12.7% | +30.2% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling