+35.2%
XOP vs AR
+46.7%
-11.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +2.6% | +2.5% | +0.1% | +1.3% |
| 30D | +15.4% | +14.8% | +0.7% | +7.8% |
| 3M | +12.1% | +6.2% | +5.8% | +8.5% |
| 6M | +19.7% | +4.3% | +15.4% | +17.1% |
| YTD | +52.4% | +14.4% | +38.0% | +42.2% |
| 1Y | +47.6% | +21.3% | +26.2% | +33.2% |
| All | +35.2% | +46.7% | -11.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling