+155.1%
XOP vs ALLY
+1.6%
+153.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +2.6% | +3.7% | -1.1% | +1.4% |
| 30D | +15.4% | -2.3% | +17.7% | +16.2% |
| 3M | +12.1% | +3.8% | +8.2% | +10.0% |
| 6M | +19.7% | +9.7% | +10.0% | +14.0% |
| YTD | +52.4% | -1.4% | +53.8% | +50.4% |
| 1Y | +47.6% | +8.2% | +39.3% | +39.9% |
| 3Y | +34.4% | +66.5% | -32.1% | +5.9% |
| All | +155.1% | +1.6% | +153.5% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling