+10.3%
ARM vs XOP
+40.9%
-30.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | -15.2% | -14.7% | -0.5% | -20.7% |
| 30D | -40.7% | -7.7% | -33.0% | -42.1% |
| 3M | -39.1% | +4.4% | -43.5% | -36.9% |
| 6M | -26.4% | +3.5% | -30.0% | -23.2% |
| YTD | +59.7% | +39.4% | +20.3% | +50.8% |
| 1Y | +10.3% | +39.8% | -29.4% | +5.8% |
| All | +10.3% | +40.9% | -30.6% | +5.8% |
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 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