+678.3%
DELL vs XOP
+35.8%
+642.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +8.7% | +1.0% | +7.8% | +8.2% |
| 30D | +16.9% | +10.8% | +6.1% | +11.0% |
| 3M | +40.4% | +19.5% | +21.0% | +27.6% |
| 6M | +267.1% | +21.6% | +245.5% | +222.2% |
| YTD | +329.1% | +55.8% | +273.3% | +223.7% |
| 1Y | +346.9% | +54.6% | +292.3% | +236.1% |
| All | +678.3% | +35.8% | +642.5% | +489.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling