+137.5%
UMC vs XOP
+156.4%
-18.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +11.4% | +1.6% | +9.7% | +10.9% |
| 30D | +16.8% | +9.6% | +7.2% | +14.0% |
| 3M | +19.1% | +16.9% | +2.2% | +13.9% |
| 6M | +137.4% | +24.0% | +113.4% | +120.6% |
| YTD | +186.4% | +56.2% | +130.2% | +146.0% |
| 1Y | +229.1% | +51.8% | +177.3% | +184.7% |
| 3Y | +257.9% | +37.0% | +220.9% | +213.7% |
| 5Y | +137.5% | +163.4% | -25.8% | +74.7% |
| All | +137.5% | +156.4% | -18.8% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling