+1,628.2%
QLD vs XOP
+52.0%
+1,576.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.7% |
| 7D | +0.6% | +2.6% | -2.0% | -0.6% |
| 30D | -0.1% | +15.4% | -15.6% | -6.4% |
| 3M | -8.4% | +12.1% | -20.4% | -13.5% |
| 6M | +32.2% | +19.7% | +12.5% | +19.0% |
| YTD | +28.9% | +52.4% | -23.5% | +3.3% |
| 1Y | +43.8% | +47.6% | -3.7% | +16.5% |
| 3Y | +176.6% | +34.4% | +142.2% | +131.5% |
| 5Y | +121.6% | +154.4% | -32.8% | +37.5% |
| All | +1,628.2% | +52.0% | +1,576.2% | +1,036.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling