+51.7%
XOP vs A
+302.9%
-251.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +6.3% | -0.5% | +6.8% | +6.5% |
| 30D | -6.6% | 0.0% | -6.6% | -6.8% |
| 3M | +3.6% | +16.7% | -13.1% | -3.7% |
| 6M | +10.8% | +54.8% | -44.1% | -10.1% |
| YTD | +48.3% | +28.8% | +19.5% | +29.2% |
| 1Y | +42.9% | +19.3% | +23.6% | +29.1% |
| 3Y | +43.3% | +65.5% | -22.2% | +4.7% |
| 5Y | +94.0% | +12.1% | +81.9% | +69.9% |
| All | +51.7% | +302.9% | -251.2% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling