+52.4%
XOP vs XRT
-1.4%
+53.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.3% |
| 7D | +2.6% | -3.2% | +5.8% | +2.1% |
| 30D | +9.6% | -4.5% | +14.1% | +8.9% |
| 3M | +20.4% | -3.1% | +23.4% | +19.9% |
| 6M | +19.9% | +4.2% | +15.7% | +19.3% |
| YTD | +56.4% | -0.1% | +56.5% | +58.2% |
| 1Y | +52.4% | -3.0% | +55.5% | +55.6% |
| All | +52.4% | -1.4% | +53.9% | +55.6% |
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