+65.5%
EWZ vs XOP
+45.9%
+19.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +1.3% | -8.4% | +9.7% | +4.5% |
| 30D | -26.2% | -8.4% | -17.8% | -24.1% |
| 3M | -8.6% | +0.2% | -8.8% | -9.3% |
| 6M | -17.0% | +7.2% | -24.3% | -20.3% |
| YTD | +2.2% | +40.8% | -38.7% | -12.9% |
| 1Y | +2.7% | +36.3% | -33.6% | -11.5% |
| 3Y | +18.2% | +37.2% | -19.0% | -0.8% |
| 5Y | +56.0% | +86.6% | -30.6% | +10.0% |
| All | +65.5% | +45.9% | +19.6% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling