+212.8%
EWY vs XOP
+36.1%
+176.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | +1.2% | +1.6% | -0.4% | +1.1% |
| 30D | +9.3% | +9.6% | -0.3% | +8.3% |
| 3M | +2.4% | +16.9% | -14.5% | +0.9% |
| 6M | +40.3% | +24.0% | +16.2% | +34.2% |
| YTD | +88.0% | +56.2% | +31.8% | +68.5% |
| 1Y | +143.8% | +51.8% | +92.0% | +119.7% |
| All | +212.8% | +36.1% | +176.7% | +173.8% |
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 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