+54.2%
XOP vs AR
+17.5%
+36.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +0.6% | -1.8% | +2.5% | +1.6% |
| 30D | +16.5% | +12.6% | +3.9% | +9.0% |
| 3M | +15.7% | +10.0% | +5.7% | +9.4% |
| 6M | +19.2% | +0.6% | +18.6% | +18.2% |
| YTD | +55.0% | +13.4% | +41.5% | +45.3% |
| 1Y | +54.2% | +21.7% | +32.5% | +40.6% |
| All | +54.2% | +17.5% | +36.7% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling