+24.8%
UPS vs XOP
+42.7%
-17.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.9% |
| 7D | +3.8% | +6.3% | -2.6% | +4.5% |
| 30D | +17.4% | -6.6% | +23.9% | +16.4% |
| 3M | +8.2% | +3.6% | +4.6% | +8.4% |
| 6M | +17.9% | +10.8% | +7.2% | +18.8% |
| YTD | +18.7% | +48.3% | -29.6% | +13.9% |
| 1Y | +24.8% | +42.9% | -18.1% | +21.0% |
| All | +24.8% | +42.7% | -17.9% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling