+1,351.8%
QLD vs XOP
+48.6%
+1,303.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -10.3% | -14.7% | +4.5% | -4.0% |
| 30D | -26.1% | -7.7% | -18.4% | -23.8% |
| 3M | -17.8% | +4.4% | -22.2% | -20.0% |
| 6M | -15.6% | +3.5% | -19.1% | -18.4% |
| YTD | +5.4% | +39.4% | -34.0% | -12.9% |
| 1Y | +5.2% | +39.8% | -34.6% | -13.3% |
| 3Y | +139.4% | +29.7% | +109.8% | +102.6% |
| 5Y | +66.7% | +78.6% | -11.9% | +20.1% |
| All | +1,351.8% | +48.6% | +1,303.2% | +897.8% |
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 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