+153.8%
QLD vs XOP
+40.2%
+113.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.7% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -15.7% | -7.3% | -8.4% | -13.7% |
| 3M | -10.0% | +1.4% | -11.4% | -11.3% |
| 6M | -11.2% | +7.8% | -19.0% | -15.4% |
| YTD | +16.4% | +44.5% | -28.2% | -10.9% |
| 1Y | +12.7% | +37.0% | -24.4% | -10.8% |
| All | +153.8% | +40.2% | +113.6% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling