+82.5%
XOP vs A
+678.4%
-595.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.2% |
| 7D | +2.6% | -1.9% | +4.5% | +3.7% |
| 30D | +15.4% | +6.9% | +8.5% | +10.8% |
| 3M | +12.1% | +9.2% | +2.8% | +5.3% |
| 6M | +19.7% | +25.7% | -6.0% | +0.8% |
| YTD | +52.4% | +11.5% | +40.9% | +37.0% |
| 1Y | +47.6% | +18.4% | +29.2% | +26.7% |
| 3Y | +34.4% | +26.6% | +7.8% | +4.8% |
| 5Y | +154.4% | -12.8% | +167.2% | +141.3% |
| 10Y | +54.7% | +247.2% | -192.5% | -45.3% |
| All | +82.5% | +678.4% | -595.9% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling