+1,325.0%
ADP vs XOP
+73.5%
+1,251.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +0.9% | +0.5% | +0.5% | +0.8% |
| 30D | +11.9% | -7.3% | +19.2% | +13.7% |
| 3M | +13.7% | +1.4% | +12.3% | +12.9% |
| 6M | +46.8% | +7.8% | +39.0% | +43.1% |
| YTD | +21.8% | +44.5% | -22.8% | +9.7% |
| 1Y | +23.5% | +37.0% | -13.5% | +12.7% |
| 3Y | +44.1% | +40.8% | +3.3% | +28.1% |
| 5Y | +49.9% | +88.7% | -38.8% | +19.9% |
| 10Y | +318.8% | +49.9% | +268.9% | +213.3% |
| All | +1,325.0% | +73.5% | +1,251.6% | +745.5% |
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