-26.8%
UPS vs XOP
+35.8%
-62.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -3.7% | +1.0% | -4.6% | -3.9% |
| 30D | -3.7% | +10.8% | -14.6% | -5.8% |
| 3M | -6.6% | +19.5% | -26.0% | -10.3% |
| 6M | +2.6% | +21.6% | -19.0% | -3.2% |
| YTD | +4.8% | +55.8% | -51.1% | -8.8% |
| 1Y | +25.3% | +54.6% | -29.4% | +8.9% |
| All | -26.8% | +35.8% | -62.6% | -36.5% |
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