+606.9%
GEV vs XOP
+37.4%
+569.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -1.9% | +1.6% | -3.5% | -2.5% |
| 30D | -8.7% | +9.6% | -18.3% | -11.7% |
| 3M | +6.6% | +16.9% | -10.3% | +0.1% |
| 6M | +10.2% | +24.0% | -13.8% | -1.6% |
| YTD | +41.6% | +56.2% | -14.6% | +9.6% |
| 1Y | +43.9% | +51.8% | -7.9% | +12.6% |
| All | +606.9% | +37.4% | +569.5% | +493.7% |
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