+86.1%
ARM vs XOP
+49.8%
+36.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.8% | +3.7% |
| 7D | +5.5% | +2.6% | +2.9% | +6.1% |
| 30D | -8.2% | +15.4% | -23.6% | -5.1% |
| 3M | -35.9% | +12.1% | -48.0% | -33.2% |
| 6M | +103.1% | +19.7% | +83.4% | +100.0% |
| YTD | +130.6% | +52.4% | +78.2% | +98.2% |
| 1Y | +86.1% | +47.6% | +38.5% | +63.4% |
| All | +86.1% | +49.8% | +36.3% | +63.4% |
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