-10.0%
XOP vs ALLY
+124.8%
-134.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.0% |
| 7D | +2.6% | +3.7% | -1.1% | +0.7% |
| 30D | +15.4% | -2.3% | +17.7% | +16.6% |
| 3M | +12.1% | +3.8% | +8.2% | +8.9% |
| 6M | +19.7% | +9.7% | +10.0% | +11.1% |
| YTD | +52.4% | -1.4% | +53.8% | +48.7% |
| 1Y | +47.6% | +8.2% | +39.3% | +35.9% |
| 3Y | +34.4% | +66.5% | -32.1% | -6.8% |
| 5Y | +154.4% | +1.2% | +153.2% | +117.8% |
| 10Y | +54.7% | +191.4% | -136.7% | -32.8% |
| All | -10.0% | +124.8% | -134.9% | -58.2% |
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