+263.0%
UMC vs XOP
+35.8%
+227.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +13.6% | +1.0% | +12.7% | +13.4% |
| 30D | +20.8% | +10.8% | +9.9% | +18.4% |
| 3M | +16.1% | +19.5% | -3.3% | +12.2% |
| 6M | +137.3% | +21.6% | +115.7% | +124.8% |
| YTD | +193.8% | +55.8% | +137.9% | +156.1% |
| 1Y | +236.1% | +54.6% | +181.4% | +192.8% |
| All | +263.0% | +35.8% | +227.2% | +218.4% |
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