+45.3%
XOP vs A
+24.4%
+20.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.3% |
| 7D | -10.5% | -2.4% | -8.1% | -10.8% |
| 30D | -4.3% | +3.6% | -7.9% | -3.9% |
| 3M | +4.7% | +27.5% | -22.8% | +8.0% |
| 6M | -0.1% | +58.5% | -58.5% | +6.4% |
| YTD | +43.8% | +31.2% | +12.7% | +51.8% |
| 1Y | +45.3% | +22.2% | +23.1% | +54.8% |
| All | +45.3% | +24.4% | +20.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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