+50.2%
XOP vs ALLY
+178.4%
-128.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +3.3% |
| 7D | +0.6% | +1.0% | -0.4% | 0.0% |
| 30D | +16.5% | -3.3% | +19.8% | +18.2% |
| 3M | +15.7% | +0.5% | +15.3% | +14.3% |
| 6M | +19.2% | +12.6% | +6.6% | +9.4% |
| YTD | +55.0% | -4.7% | +59.6% | +53.7% |
| 1Y | +54.2% | +5.2% | +48.9% | +44.2% |
| 3Y | +35.9% | +66.5% | -30.6% | -5.0% |
| 5Y | +162.4% | +0.2% | +162.2% | +127.2% |
| 10Y | +50.2% | +180.8% | -130.6% | -25.4% |
| All | +50.2% | +178.4% | -128.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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