-17.7%
XOP vs ALLY
+98.1%
-115.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | -14.7% | +0.9% | -15.6% | -15.3% |
| 30D | -7.7% | +3.1% | -10.8% | -9.5% |
| 3M | +4.4% | -12.6% | +17.0% | +10.8% |
| 6M | +3.5% | -12.4% | +16.0% | +8.4% |
| YTD | +39.4% | -13.2% | +52.6% | +44.0% |
| 1Y | +39.8% | +1.8% | +38.0% | +32.4% |
| 3Y | +29.7% | +58.0% | -28.3% | -8.1% |
| 5Y | +78.6% | -8.4% | +87.0% | +59.5% |
| 10Y | +51.8% | +195.3% | -143.4% | -36.0% |
| All | -17.7% | +98.1% | -115.8% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling