+289.6%
USB vs XOP
+82.9%
+206.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.1% |
| 7D | +1.4% | +2.6% | -1.1% | +0.4% |
| 30D | -1.3% | +15.4% | -16.8% | -7.0% |
| 3M | +15.2% | +12.1% | +3.2% | +9.4% |
| 6M | +18.8% | +19.7% | -0.9% | +8.6% |
| YTD | +21.0% | +52.4% | -31.4% | -0.2% |
| 1Y | +34.0% | +47.6% | -13.5% | +11.5% |
| 3Y | +95.3% | +34.4% | +61.0% | +66.8% |
| 5Y | +40.4% | +154.4% | -114.0% | -11.7% |
| 10Y | +107.3% | +54.7% | +52.6% | +35.1% |
| All | +289.6% | +82.9% | +206.7% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling