+1,183.1%
ADP vs XOP
+82.9%
+1,100.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.9% |
| 7D | -3.4% | +2.6% | -6.0% | -4.1% |
| 30D | +2.8% | +15.4% | -12.7% | -0.9% |
| 3M | +20.9% | +12.1% | +8.9% | +17.2% |
| 6M | +29.9% | +19.7% | +10.2% | +23.5% |
| YTD | +9.6% | +52.4% | -42.8% | -2.2% |
| 1Y | -5.3% | +47.6% | -52.8% | -15.1% |
| 3Y | +16.5% | +34.4% | -17.9% | +5.1% |
| 5Y | +49.4% | +154.4% | -105.0% | +10.4% |
| 10Y | +282.2% | +54.7% | +227.5% | +184.0% |
| All | +1,183.1% | +82.9% | +1,100.2% | +653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling