+53.8%
XOP vs ALB
+74.6%
-20.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.5% |
| 7D | +0.6% | -4.4% | +5.0% | +0.9% |
| 30D | +16.5% | -1.2% | +17.7% | +16.6% |
| 3M | +15.7% | -13.3% | +29.0% | +16.6% |
| 6M | +19.2% | -19.8% | +39.0% | +20.6% |
| YTD | +55.0% | -7.9% | +62.9% | +53.5% |
| All | +53.8% | +74.6% | -20.8% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling