+24.0%
XOP vs ALNY
-24.0%
+48.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | -0.2% |
| 7D | +1.6% | -6.4% | +8.1% | +1.0% |
| 30D | +9.6% | +11.9% | -2.3% | +11.0% |
| 3M | +16.9% | -15.0% | +31.9% | +16.9% |
| 6M | +24.0% | -23.2% | +47.3% | +22.7% |
| All | +24.0% | -24.0% | +48.0% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling