+76.5%
XOP vs XRT
-1.2%
+77.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | -1.3% |
| 7D | -10.0% | +2.5% | -12.5% | -11.2% |
| 30D | -9.1% | +10.3% | -19.4% | -13.3% |
| 3M | +5.1% | +2.4% | +2.7% | +3.4% |
| 6M | +6.4% | +10.0% | -3.6% | +0.6% |
| YTD | +39.7% | +9.5% | +30.2% | +31.5% |
| 1Y | +37.2% | +17.2% | +20.1% | +24.5% |
| 3Y | +37.6% | +62.0% | -24.4% | +4.1% |
| 5Y | +76.5% | -2.1% | +78.6% | +94.7% |
| All | +76.5% | -1.2% | +77.7% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling