+56.2%
XOP vs A
+236.6%
-180.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | +1.0% | -4.4% | +5.3% | +2.8% |
| 30D | +10.8% | -2.7% | +13.5% | +11.9% |
| 3M | +19.5% | +7.0% | +12.4% | +15.2% |
| 6M | +21.6% | +24.6% | -3.0% | +7.8% |
| YTD | +55.8% | +7.0% | +48.8% | +47.6% |
| 1Y | +54.6% | +15.6% | +39.1% | +40.1% |
| 3Y | +36.6% | +29.9% | +6.7% | +11.5% |
| 5Y | +160.6% | -15.4% | +176.0% | +162.5% |
| 10Y | +56.2% | +248.9% | -192.6% | -26.9% |
| All | +56.2% | +236.6% | -180.4% | -26.9% |
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