+25.3%
ADP vs XOP
+42.7%
-17.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | +2.2% | +6.3% | -4.2% | +1.7% |
| 30D | +10.6% | -6.6% | +17.2% | +11.1% |
| 3M | +12.9% | +3.6% | +9.4% | +12.1% |
| 6M | +50.6% | +10.8% | +39.9% | +47.8% |
| YTD | +23.2% | +48.3% | -25.1% | +21.5% |
| 1Y | +25.3% | +42.9% | -17.7% | +23.9% |
| All | +25.3% | +42.7% | -17.5% | +23.9% |
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