+42.6%
XOP vs ALLY
+201.0%
-158.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -10.0% | -0.2% | -9.8% | -10.1% |
| 30D | -9.1% | +3.4% | -12.5% | -10.9% |
| 3M | +5.1% | -11.1% | +16.1% | +10.4% |
| 6M | +6.4% | -11.5% | +17.9% | +10.6% |
| YTD | +39.7% | -12.3% | +52.0% | +43.6% |
| 1Y | +37.2% | +1.1% | +36.1% | +30.7% |
| 3Y | +37.6% | +64.8% | -27.2% | -3.6% |
| 5Y | +76.5% | -6.9% | +83.4% | +57.7% |
| 10Y | +42.6% | +194.9% | -152.3% | -29.6% |
| All | +42.6% | +201.0% | -158.4% | -29.6% |
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