+75.8%
XOP vs ALB
-61.7%
+137.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -14.7% | +9.1% | -23.8% | -16.3% |
| 30D | -7.7% | -3.4% | -4.3% | -7.3% |
| 3M | +4.4% | -20.6% | +25.0% | +8.9% |
| 6M | +3.5% | -48.2% | +51.7% | +17.5% |
| YTD | +39.4% | -29.2% | +68.7% | +44.5% |
| 1Y | +39.8% | +10.0% | +29.8% | +29.3% |
| 3Y | +29.7% | -12.9% | +42.6% | +16.0% |
| All | +75.8% | -61.7% | +137.5% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling