+162.4%
XOP vs APA
+156.3%
+6.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.6% |
| 7D | +0.6% | -1.7% | +2.3% | +1.6% |
| 30D | +16.5% | +15.7% | +0.8% | +6.3% |
| 3M | +15.7% | +16.5% | -0.7% | +4.8% |
| 6M | +19.2% | +35.1% | -15.9% | -2.2% |
| YTD | +55.0% | +82.2% | -27.3% | +5.3% |
| 1Y | +54.2% | +102.5% | -48.3% | -3.1% |
| 3Y | +35.9% | +10.3% | +25.6% | +19.6% |
| 5Y | +162.4% | +166.1% | -3.7% | +26.6% |
| All | +162.4% | +156.3% | +6.1% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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