+632.4%
GEV vs XOP
+37.6%
+594.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +1.6% | +2.6% | -1.0% | +0.7% |
| 30D | -7.9% | +9.6% | -17.5% | -11.0% |
| 3M | +5.6% | +20.4% | -14.7% | -1.9% |
| 6M | +13.1% | +19.9% | -6.8% | +2.9% |
| YTD | +46.7% | +56.4% | -9.7% | +13.5% |
| 1Y | +51.3% | +52.4% | -1.1% | +18.1% |
| All | +632.4% | +37.6% | +594.9% | +514.8% |
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