+1,070.0%
UMC vs XOP
+82.9%
+987.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.9% |
| 7D | +5.0% | +2.6% | +2.4% | +3.9% |
| 30D | +7.7% | +15.4% | -7.8% | +1.5% |
| 3M | +1.7% | +12.1% | -10.4% | -3.4% |
| 6M | +113.9% | +19.7% | +94.2% | +95.4% |
| YTD | +168.9% | +52.4% | +116.5% | +121.4% |
| 1Y | +207.2% | +47.6% | +159.6% | +155.4% |
| 3Y | +227.7% | +34.4% | +193.3% | +176.8% |
| 5Y | +118.0% | +154.4% | -36.3% | +34.5% |
| 10Y | +1,682.1% | +54.7% | +1,627.4% | +1,020.6% |
| All | +1,070.0% | +82.9% | +987.0% | +312.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling