+153.3%
XOP vs ALNY
+30.5%
+122.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +2.6% | -6.5% | +9.2% | +3.0% |
| 30D | +9.6% | +11.0% | -1.4% | +8.9% |
| 3M | +20.4% | -14.1% | +34.4% | +20.9% |
| 6M | +19.9% | -22.4% | +42.3% | +21.2% |
| YTD | +56.4% | -37.5% | +93.9% | +60.5% |
| 1Y | +52.4% | -46.9% | +99.4% | +58.4% |
| 3Y | +39.9% | +22.1% | +17.8% | +33.5% |
| All | +153.3% | +30.5% | +122.8% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling