+54.2%
EWZ vs XOP
+94.3%
-40.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +0.8% | +6.3% | -5.6% | -0.9% |
| 30D | -24.4% | -6.6% | -17.8% | -23.2% |
| 3M | -4.6% | +3.6% | -8.1% | -6.0% |
| 6M | -11.6% | +10.8% | -22.3% | -14.9% |
| YTD | +2.4% | +48.3% | -45.9% | -11.3% |
| 1Y | +2.1% | +42.9% | -40.9% | -10.6% |
| 3Y | +18.7% | +43.3% | -24.6% | +1.7% |
| All | +54.2% | +94.3% | -40.2% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling