+73.1%
XOP vs APA
+10.4%
+62.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +0.2% |
| 7D | +0.5% | +5.1% | -4.6% | -2.8% |
| 30D | -7.3% | +0.3% | -7.6% | -7.6% |
| 3M | +1.4% | +15.6% | -14.3% | -8.6% |
| 6M | +7.8% | +28.9% | -21.1% | -10.4% |
| YTD | +44.5% | +96.6% | -52.0% | -11.0% |
| 1Y | +37.0% | +95.5% | -58.5% | -15.6% |
| 3Y | +40.8% | +41.8% | -1.0% | -0.7% |
| 5Y | +88.7% | +85.4% | +3.2% | +4.5% |
| 10Y | +49.9% | +4.5% | +45.3% | -15.4% |
| All | +73.1% | +10.4% | +62.7% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling