+91.7%
USB vs XOP
+48.6%
+43.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | 0.0% | -14.7% | +14.7% | +6.1% |
| 30D | +5.8% | -7.7% | +13.5% | +8.7% |
| 3M | -6.0% | +4.4% | -10.4% | -8.2% |
| 6M | +7.8% | +3.5% | +4.2% | +4.8% |
| YTD | +14.6% | +39.4% | -24.8% | -2.5% |
| 1Y | +31.8% | +39.8% | -8.0% | +11.8% |
| 3Y | +91.5% | +29.7% | +61.9% | +65.1% |
| 5Y | +22.0% | +78.6% | -56.5% | -11.4% |
| All | +91.7% | +48.6% | +43.1% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling