+13.5%
U vs XOP
+36.7%
-23.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.0% |
| 7D | +4.5% | +0.6% | +3.9% | +4.3% |
| 30D | -0.6% | +16.5% | -17.1% | -5.8% |
| 3M | +48.4% | +15.7% | +32.7% | +40.1% |
| 6M | +115.4% | +19.2% | +96.2% | +97.4% |
| YTD | -3.2% | +55.0% | -58.2% | -23.9% |
| 1Y | -6.0% | +54.2% | -60.2% | -26.7% |
| 3Y | +13.5% | +35.9% | -22.4% | -11.2% |
| All | +13.5% | +36.7% | -23.2% | -11.2% |
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