+47.8%
ADP vs XOP
+25.8%
+22.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.2% | -14.7% | +18.0% | +5.3% |
| 30D | +14.9% | -7.7% | +22.6% | +15.9% |
| 3M | +11.6% | +4.4% | +7.2% | +10.5% |
| 6M | +48.5% | +3.5% | +44.9% | +46.8% |
| YTD | +20.6% | +39.4% | -18.8% | +14.1% |
| 1Y | +23.7% | +39.8% | -16.1% | +17.0% |
| 3Y | +47.8% | +29.7% | +18.1% | +38.8% |
| All | +47.8% | +25.8% | +22.0% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling