+91.3%
QQQ vs XOP
+36.1%
+55.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | -1.4% | +9.6% | -10.9% | -3.1% |
| 3M | +2.3% | +16.9% | -14.7% | -1.0% |
| 6M | +16.9% | +24.0% | -7.2% | +10.1% |
| YTD | +15.6% | +56.2% | -40.6% | +1.1% |
| 1Y | +22.6% | +51.8% | -29.2% | +7.9% |
| All | +91.3% | +36.1% | +55.2% | +63.6% |
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