+64.6%
MAR vs XOP
+36.7%
+27.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.6% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -6.9% | +16.5% | -23.4% | -9.5% |
| 3M | -15.8% | +15.7% | -31.5% | -18.2% |
| 6M | +1.9% | +19.2% | -17.3% | -3.0% |
| YTD | +6.6% | +55.0% | -48.3% | -7.7% |
| 1Y | +23.7% | +54.2% | -30.5% | +6.7% |
| 3Y | +64.6% | +35.9% | +28.7% | +40.9% |
| All | +64.6% | +36.7% | +27.9% | +40.9% |
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 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