+56.2%
XOP vs ADM
+171.4%
-115.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | -1.1% |
| 7D | +1.0% | +1.4% | -0.4% | 0.0% |
| 30D | +10.8% | +8.2% | +2.6% | +4.7% |
| 3M | +19.5% | +8.7% | +10.7% | +12.3% |
| 6M | +21.6% | +29.1% | -7.5% | +0.8% |
| YTD | +55.8% | +53.7% | +2.2% | +13.7% |
| 1Y | +54.6% | +43.2% | +11.4% | +17.7% |
| 3Y | +36.6% | +21.4% | +15.2% | +11.1% |
| 5Y | +160.6% | +67.1% | +93.5% | +54.9% |
| 10Y | +56.2% | +176.6% | -120.3% | -40.6% |
| All | +56.2% | +171.4% | -115.2% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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