+47.4%
TER vs XOP
+42.7%
+4.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.3% |
| 7D | +14.4% | +6.3% | +8.0% | +15.1% |
| 30D | -30.6% | -6.6% | -24.0% | -31.7% |
| 3M | -39.2% | +3.6% | -42.7% | -38.4% |
| 6M | -31.3% | +10.8% | -42.0% | -28.3% |
| YTD | +29.1% | +48.3% | -19.2% | +15.0% |
| 1Y | +47.4% | +42.9% | +4.5% | +35.1% |
| All | +47.4% | +42.7% | +4.7% | +35.1% |
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