+271.6%
ECHO vs XOP
+14.5%
+257.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.5% |
| 7D | +9.1% | +5.2% | +4.0% | +7.2% |
| 30D | +7.2% | -8.4% | +15.5% | +10.2% |
| 3M | +6.1% | +2.9% | +3.1% | +4.5% |
| 6M | -24.2% | +8.8% | -33.0% | -27.2% |
| YTD | -9.7% | +46.9% | -56.6% | -22.8% |
| 1Y | +40.9% | +41.5% | -0.6% | +22.0% |
| 3Y | +883.3% | +43.1% | +840.1% | +736.9% |
| 5Y | +224.2% | +92.2% | +132.0% | +141.1% |
| 10Y | +141.3% | +52.3% | +88.9% | +69.3% |
| All | +271.6% | +14.5% | +257.1% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling