+91.8%
QLD vs XOP
+90.1%
+1.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.5% |
| 7D | -1.2% | +0.5% | -1.7% | -1.2% |
| 30D | -15.7% | -7.3% | -8.4% | -13.1% |
| 3M | -10.0% | +1.4% | -11.4% | -11.4% |
| 6M | -11.2% | +7.8% | -19.0% | -16.0% |
| YTD | +16.4% | +44.5% | -28.2% | -8.8% |
| 1Y | +12.7% | +37.0% | -24.4% | -9.2% |
| 3Y | +152.3% | +40.8% | +111.5% | +95.6% |
| 5Y | +91.8% | +88.7% | +3.1% | +25.9% |
| All | +91.8% | +90.1% | +1.7% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling