+82.5%
XOP vs ALB
+627.8%
-545.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +1.1% |
| 7D | +2.6% | -8.1% | +10.6% | +6.4% |
| 30D | +15.4% | +6.3% | +9.2% | +11.7% |
| 3M | +12.1% | -23.6% | +35.6% | +24.2% |
| 6M | +19.7% | -24.6% | +44.3% | +29.8% |
| YTD | +52.4% | -10.3% | +62.7% | +48.8% |
| 1Y | +47.6% | +61.5% | -13.9% | +4.6% |
| 3Y | +34.4% | -34.0% | +68.3% | +26.3% |
| 5Y | +154.4% | -44.6% | +199.0% | +133.7% |
| 10Y | +54.7% | +76.1% | -21.4% | -40.8% |
| All | +82.5% | +627.8% | -545.3% | -74.9% |
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