+185.4%
ARM vs XOP
+23.1%
+162.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | -10.4% | -8.4% | -2.0% | -7.1% |
| 30D | -31.8% | -8.4% | -23.5% | -29.5% |
| 3M | -32.2% | +0.2% | -32.4% | -32.9% |
| 6M | -14.9% | +7.2% | -22.1% | -19.8% |
| YTD | +66.0% | +40.8% | +25.2% | +22.8% |
| 1Y | +17.2% | +36.3% | -19.1% | -11.3% |
| 3Y | +247.2% | +37.2% | +210.0% | +137.9% |
| All | +185.4% | +23.1% | +162.3% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling