+35.9%
XOP vs A
+29.5%
+6.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +2.2% |
| 7D | +0.6% | -2.1% | +2.7% | +1.0% |
| 30D | +16.5% | +0.6% | +15.9% | +16.3% |
| 3M | +15.7% | +10.9% | +4.8% | +13.2% |
| 6M | +19.2% | +28.2% | -9.0% | +12.1% |
| YTD | +55.0% | +8.6% | +46.4% | +52.5% |
| 1Y | +54.2% | +15.5% | +38.7% | +48.1% |
| 3Y | +35.9% | +31.8% | +4.1% | +22.0% |
| All | +35.9% | +29.5% | +6.4% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling