+42.6%
XOP vs ALB
+38.2%
+4.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -10.0% | +9.5% | -19.5% | -12.7% |
| 30D | -9.1% | -2.1% | -6.9% | -8.9% |
| 3M | +5.1% | -24.1% | +29.2% | +13.4% |
| 6M | +6.4% | -51.0% | +57.4% | +30.4% |
| YTD | +39.7% | -29.3% | +69.0% | +47.3% |
| 1Y | +37.2% | +3.2% | +34.1% | +25.8% |
| 3Y | +37.6% | -9.3% | +47.0% | +15.9% |
| 5Y | +76.5% | -61.6% | +138.1% | +98.9% |
| 10Y | +42.6% | +40.8% | +1.9% | -23.6% |
| All | +42.6% | +38.2% | +4.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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