+22.7%
USB vs XOP
+81.3%
-58.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.1% |
| 7D | -1.5% | -12.7% | +11.3% | +2.8% |
| 30D | +4.3% | -7.6% | +11.9% | +6.6% |
| 3M | -6.1% | +5.8% | -11.9% | -8.6% |
| 6M | +9.4% | -2.7% | +12.1% | +9.0% |
| YTD | +15.2% | +39.7% | -24.5% | -1.5% |
| 1Y | +32.8% | +42.4% | -9.7% | +12.4% |
| 3Y | +91.3% | +26.4% | +64.9% | +66.6% |
| 5Y | +22.7% | +78.9% | -56.3% | -6.9% |
| All | +22.7% | +81.3% | -58.7% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling