+68.6%
XOP vs ALB
+449.0%
-380.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +2.7% |
| 7D | -8.4% | +5.3% | -13.6% | -10.8% |
| 30D | -8.4% | -6.3% | -2.1% | -6.4% |
| 3M | +0.2% | -27.4% | +27.6% | +13.6% |
| 6M | +7.2% | -53.1% | +60.3% | +45.3% |
| YTD | +40.8% | -32.3% | +73.1% | +53.9% |
| 1Y | +36.3% | -7.3% | +43.6% | +26.7% |
| 3Y | +37.2% | -14.9% | +52.1% | +9.4% |
| 5Y | +86.6% | -62.0% | +148.6% | +104.9% |
| 10Y | +44.0% | +33.0% | +11.0% | -38.1% |
| All | +68.6% | +449.0% | -380.3% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling