+514.9%
GEV vs XOP
+30.4%
+484.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | +3.7% | +6.3% | -2.6% | +1.4% |
| 30D | -14.7% | -6.6% | -8.1% | -12.7% |
| 3M | -23.4% | +3.6% | -27.0% | -24.6% |
| 6M | -24.3% | +10.8% | -35.1% | -28.0% |
| YTD | +23.2% | +48.3% | -25.1% | -3.1% |
| 1Y | +44.2% | +42.9% | +1.3% | +15.7% |
| All | +514.9% | +30.4% | +484.4% | +424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling