+14.7%
QLD vs XOP
+45.9%
-31.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | 0.0% |
| 7D | -9.4% | -10.5% | +1.1% | -12.2% |
| 30D | -17.1% | -4.3% | -12.7% | -17.8% |
| 3M | -10.4% | +4.7% | -15.1% | -8.6% |
| 6M | +0.7% | -0.1% | +0.8% | +2.5% |
| YTD | +17.7% | +43.8% | -26.1% | +19.6% |
| 1Y | +14.7% | +45.3% | -30.6% | +16.3% |
| All | +14.7% | +45.9% | -31.2% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling