-19.1%
EWZ vs XOP
+2.0%
-21.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | -14.7% | +13.2% | -2.5% |
| 30D | -24.5% | -7.7% | -16.8% | -25.2% |
| 3M | -10.7% | +4.4% | -15.1% | -10.4% |
| 6M | -19.1% | +3.5% | -22.6% | -18.9% |
| All | -19.1% | +2.0% | -21.1% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling