+82.5%
XOP vs XRT
+514.3%
-431.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.6% |
| 7D | +2.6% | +0.8% | +1.8% | +1.9% |
| 30D | +15.4% | -4.2% | +19.6% | +18.8% |
| 3M | +12.1% | +5.1% | +7.0% | +6.8% |
| 6M | +19.7% | +2.4% | +17.3% | +14.7% |
| YTD | +52.4% | +3.2% | +49.2% | +44.9% |
| 1Y | +47.6% | +1.5% | +46.0% | +41.3% |
| 3Y | +34.4% | +40.6% | -6.2% | -2.5% |
| 5Y | +154.4% | -1.0% | +155.4% | +130.7% |
| 10Y | +54.7% | +128.4% | -73.7% | -32.4% |
| All | +82.5% | +514.3% | -431.8% | -65.4% |
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