+1,842.6%
UMC vs XOP
+58.6%
+1,784.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +9.0% | +2.6% | +6.4% | +8.4% |
| 30D | +17.2% | +9.6% | +7.6% | +14.7% |
| 3M | +11.4% | +20.4% | -9.0% | +6.5% |
| 6M | +137.5% | +19.9% | +117.6% | +125.3% |
| YTD | +193.1% | +56.4% | +136.7% | +159.4% |
| 1Y | +240.3% | +52.4% | +187.9% | +202.6% |
| 3Y | +262.2% | +39.9% | +222.3% | +225.0% |
| 5Y | +143.1% | +163.7% | -20.6% | +86.5% |
| All | +1,842.6% | +58.6% | +1,784.0% | +1,358.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling