+67.0%
XOP vs ALL
+682.5%
-615.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +2.3% |
| 7D | -14.7% | -1.9% | -12.8% | -14.0% |
| 30D | -7.7% | +13.8% | -21.5% | -14.5% |
| 3M | +4.4% | -7.0% | +11.4% | +7.9% |
| 6M | +3.5% | +18.0% | -14.5% | -7.3% |
| YTD | +39.4% | +24.2% | +15.2% | +20.0% |
| 1Y | +39.8% | +31.2% | +8.6% | +16.4% |
| 3Y | +29.7% | +107.5% | -77.9% | -20.7% |
| 5Y | +78.6% | +144.8% | -66.2% | -4.4% |
| 10Y | +51.8% | +375.8% | -323.9% | -43.2% |
| All | +67.0% | +682.5% | -615.5% | -59.6% |
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