+36.5%
USB vs XOP
+45.9%
-9.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +1.4% |
| 7D | +2.4% | -10.5% | +12.9% | +1.6% |
| 30D | +6.6% | -4.3% | +10.9% | +6.1% |
| 3M | -4.1% | +4.7% | -8.8% | -3.6% |
| 6M | +12.5% | -0.1% | +12.5% | +13.0% |
| YTD | +17.6% | +43.8% | -26.2% | +12.2% |
| 1Y | +36.5% | +45.3% | -8.8% | +29.6% |
| All | +36.5% | +45.9% | -9.4% | +29.6% |
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