-8.3%
ADP vs XOP
+54.2%
-62.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -5.7% | +1.0% | -6.6% | -5.7% |
| 30D | -3.1% | +10.8% | -13.9% | -3.9% |
| 3M | +15.6% | +19.5% | -3.9% | +13.5% |
| 6M | +20.8% | +21.6% | -0.8% | +19.3% |
| YTD | +4.7% | +55.8% | -51.1% | +4.5% |
| 1Y | -8.3% | +54.6% | -62.9% | -7.8% |
| All | -8.3% | +54.2% | -62.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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