+143.3%
DELL vs XOP
+45.9%
+97.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -6.4% | -2.4% | -8.0% |
| 7D | -24.6% | -10.5% | -14.1% | -23.5% |
| 30D | -32.5% | -4.3% | -28.1% | -31.8% |
| 3M | -20.2% | +4.7% | -24.9% | -20.1% |
| 6M | +76.5% | -0.1% | +76.5% | +79.0% |
| YTD | +198.9% | +43.8% | +155.1% | +159.0% |
| 1Y | +143.3% | +45.3% | +98.1% | +108.5% |
| All | +143.3% | +45.9% | +97.5% | +108.5% |
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 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