+82.5%
XOP vs ALL
+697.1%
-614.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.1% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | +15.4% | -1.5% | +16.9% | +16.1% |
| 3M | +12.1% | +23.6% | -11.6% | -1.7% |
| 6M | +19.7% | +22.3% | -2.7% | +5.3% |
| YTD | +52.4% | +26.5% | +25.9% | +30.5% |
| 1Y | +47.6% | +27.0% | +20.5% | +25.6% |
| 3Y | +34.4% | +149.6% | -115.2% | -26.2% |
| 5Y | +154.4% | +118.1% | +36.3% | +46.9% |
| 10Y | +54.7% | +369.0% | -314.3% | -41.4% |
| All | +82.5% | +697.1% | -614.6% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling