+67.3%
XOP vs XRT
+552.1%
-484.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | -2.4% |
| 7D | -10.0% | +2.5% | -12.5% | -12.1% |
| 30D | -9.1% | +10.3% | -19.4% | -16.2% |
| 3M | +5.1% | +2.4% | +2.7% | +1.8% |
| 6M | +6.4% | +10.0% | -3.6% | -3.5% |
| YTD | +39.7% | +9.5% | +30.2% | +25.6% |
| 1Y | +37.2% | +17.2% | +20.1% | +16.9% |
| 3Y | +37.6% | +62.0% | -24.4% | -11.2% |
| 5Y | +76.5% | -2.1% | +78.6% | +60.9% |
| 10Y | +42.6% | +152.6% | -109.9% | -43.0% |
| All | +67.3% | +552.1% | -484.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling