+155.1%
XOP vs ALL
+118.4%
+36.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | +15.4% | -1.5% | +16.9% | +15.9% |
| 3M | +12.1% | +23.6% | -11.6% | +3.9% |
| 6M | +19.7% | +22.3% | -2.7% | +11.2% |
| YTD | +52.4% | +26.5% | +25.9% | +39.4% |
| 1Y | +47.6% | +27.0% | +20.5% | +34.5% |
| 3Y | +34.4% | +149.6% | -115.2% | -10.3% |
| All | +155.1% | +118.4% | +36.7% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling