+155.1%
XOP vs ALB
-44.4%
+199.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.1% |
| 7D | +2.6% | -8.1% | +10.6% | +4.4% |
| 30D | +15.4% | +6.3% | +9.2% | +13.7% |
| 3M | +12.1% | -23.6% | +35.6% | +17.9% |
| 6M | +19.7% | -24.6% | +44.3% | +24.8% |
| YTD | +52.4% | -10.3% | +62.7% | +51.0% |
| 1Y | +47.6% | +61.5% | -13.9% | +24.5% |
| 3Y | +34.4% | -34.0% | +68.3% | +34.9% |
| All | +155.1% | -44.4% | +199.5% | +167.4% |
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