+37.0%
XOP vs ALL
+30.4%
+6.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +0.5% | -2.6% | +3.0% | +0.5% |
| 30D | -7.3% | +12.7% | -20.0% | -7.8% |
| 3M | +1.4% | +0.4% | +1.0% | +0.7% |
| 6M | +7.8% | +23.8% | -16.0% | +8.0% |
| YTD | +44.5% | +27.8% | +16.7% | +44.7% |
| 1Y | +37.0% | +28.9% | +8.2% | +38.5% |
| All | +37.0% | +30.4% | +6.6% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling