+1,320.8%
ADP vs XOP
+69.0%
+1,251.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +3.2% | -8.4% | +11.5% | +5.3% |
| 30D | +12.8% | -8.4% | +21.1% | +15.0% |
| 3M | +12.3% | +0.2% | +12.2% | +11.8% |
| 6M | +45.4% | +7.2% | +38.2% | +42.0% |
| YTD | +21.4% | +40.8% | -19.4% | +10.1% |
| 1Y | +23.7% | +36.3% | -12.6% | +13.0% |
| 3Y | +43.6% | +37.2% | +6.5% | +28.5% |
| 5Y | +48.7% | +86.6% | -37.9% | +19.2% |
| 10Y | +316.1% | +44.0% | +272.1% | +214.6% |
| All | +1,320.8% | +69.0% | +1,251.7% | +748.5% |
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