+45.3%
XOP vs ALNY
-62.5%
+107.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.3% |
| 7D | -10.5% | -30.7% | +20.2% | -12.3% |
| 30D | -4.3% | -26.7% | +22.4% | -5.8% |
| 3M | +4.7% | -26.4% | +31.1% | +3.1% |
| 6M | -0.1% | -45.9% | +45.9% | -2.4% |
| YTD | +43.8% | -59.5% | +103.3% | +40.0% |
| 1Y | +45.3% | -62.0% | +107.2% | +43.7% |
| All | +45.3% | -62.5% | +107.8% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling