+7.1%
QLD vs XOP
+37.2%
-30.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.0% |
| 7D | -3.8% | -8.4% | +4.6% | -6.2% |
| 30D | -20.5% | -8.4% | -12.2% | -22.3% |
| 3M | -14.6% | +0.2% | -14.8% | -14.1% |
| 6M | -14.7% | +7.2% | -21.9% | -11.5% |
| YTD | +11.2% | +40.8% | -29.6% | +11.6% |
| 1Y | +7.1% | +36.3% | -29.2% | +9.3% |
| All | +7.1% | +37.2% | -30.1% | +9.3% |
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