+49.9%
XOP vs ALL
+371.2%
-321.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +0.5% | -2.6% | +3.0% | +1.9% |
| 30D | -7.3% | +12.7% | -20.0% | -13.8% |
| 3M | +1.4% | +0.4% | +1.0% | +0.4% |
| 6M | +7.8% | +23.8% | -16.0% | -6.6% |
| YTD | +44.5% | +27.8% | +16.7% | +21.4% |
| 1Y | +37.0% | +28.9% | +8.2% | +14.3% |
| 3Y | +40.8% | +113.9% | -73.1% | -20.7% |
| 5Y | +88.7% | +157.4% | -68.7% | -13.1% |
| 10Y | +49.9% | +369.0% | -319.1% | -52.3% |
| All | +49.9% | +371.2% | -321.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling