+86.6%
XOP vs A
+15.8%
+70.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -8.4% | +1.4% | -9.7% | -8.7% |
| 30D | -8.4% | +4.3% | -12.7% | -9.4% |
| 3M | +0.2% | +19.8% | -19.6% | -4.8% |
| 6M | +7.2% | +54.4% | -47.2% | -5.8% |
| YTD | +40.8% | +31.7% | +9.1% | +29.3% |
| 1Y | +36.3% | +22.4% | +13.8% | +28.2% |
| 3Y | +37.2% | +67.7% | -30.5% | +11.0% |
| 5Y | +86.6% | +15.7% | +70.9% | +60.2% |
| All | +86.6% | +15.8% | +70.8% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling