+49.9%
XOP vs A
+308.8%
-259.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.8% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -7.3% | +3.3% | -10.6% | -8.7% |
| 3M | +1.4% | +18.5% | -17.2% | -6.3% |
| 6M | +7.8% | +59.3% | -51.5% | -13.5% |
| YTD | +44.5% | +31.0% | +13.5% | +25.2% |
| 1Y | +37.0% | +19.3% | +17.7% | +23.9% |
| 3Y | +40.8% | +66.8% | -26.0% | +2.8% |
| 5Y | +88.7% | +15.5% | +73.2% | +62.8% |
| 10Y | +49.9% | +312.3% | -262.5% | -27.3% |
| All | +49.9% | +308.8% | -259.0% | -27.3% |
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