+44.7%
EWZ vs XOP
+33.7%
+11.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +6.5% | +2.6% | +3.9% | +6.0% |
| 30D | +4.8% | +15.4% | -10.6% | +1.8% |
| 3M | +9.9% | +12.1% | -2.2% | +7.2% |
| 6M | +1.9% | +19.7% | -17.7% | -3.3% |
| YTD | +20.3% | +52.4% | -32.1% | +5.8% |
| 1Y | +35.6% | +47.6% | -11.9% | +20.1% |
| All | +44.7% | +33.7% | +11.0% | +25.1% |
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