+56.2%
XOP vs AR
+43.0%
+13.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.0% | -1.2% | +2.1% | +1.5% |
| 30D | +10.8% | +5.5% | +5.3% | +8.1% |
| 3M | +19.5% | +12.9% | +6.6% | +13.0% |
| 6M | +21.6% | +0.1% | +21.5% | +21.4% |
| YTD | +55.8% | +13.5% | +42.3% | +46.5% |
| 1Y | +54.6% | +21.6% | +33.1% | +40.4% |
| 3Y | +36.6% | +46.0% | -9.3% | +10.2% |
| 5Y | +160.6% | +143.7% | +16.9% | +63.3% |
| 10Y | +56.2% | +44.3% | +11.9% | +18.8% |
| All | +56.2% | +43.0% | +13.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling