+514.3%
EWY vs XOP
+86.0%
+428.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | +8.0% | +0.6% | +7.4% | +7.7% |
| 30D | +14.3% | +16.5% | -2.2% | +7.4% |
| 3M | +2.3% | +15.7% | -13.4% | -4.4% |
| 6M | +49.9% | +19.2% | +30.7% | +36.3% |
| YTD | +95.3% | +55.0% | +40.4% | +59.2% |
| 1Y | +161.7% | +54.2% | +107.5% | +113.0% |
| 3Y | +230.2% | +35.9% | +194.3% | +175.1% |
| 5Y | +148.1% | +162.4% | -14.3% | +46.7% |
| 10Y | +293.2% | +50.2% | +243.0% | +146.8% |
| All | +514.3% | +86.0% | +428.3% | +146.2% |
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