+183.5%
MAR vs XOP
+94.3%
+89.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.6% | +6.3% | -4.7% | +0.1% |
| 30D | +13.8% | -6.6% | +20.4% | +15.4% |
| 3M | +20.3% | +3.6% | +16.7% | +18.5% |
| 6M | +21.3% | +10.8% | +10.6% | +16.6% |
| YTD | +37.2% | +48.3% | -11.1% | +17.9% |
| 1Y | +48.4% | +42.9% | +5.5% | +29.0% |
| 3Y | +120.1% | +43.3% | +76.8% | +87.1% |
| All | +183.5% | +94.3% | +89.2% | +117.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling