-18.9%
XOP vs AR
-33.4%
+14.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -14.7% | -14.3% | -0.5% | -8.3% |
| 30D | -7.7% | +1.4% | -9.1% | -8.3% |
| 3M | +4.4% | +3.4% | +1.1% | +2.6% |
| 6M | +3.5% | -2.1% | +5.6% | +4.3% |
| YTD | +39.4% | +4.7% | +34.7% | +35.5% |
| 1Y | +39.8% | +10.6% | +29.2% | +32.2% |
| 3Y | +29.7% | +24.6% | +5.1% | +11.1% |
| 5Y | +78.6% | +71.9% | +6.7% | +26.2% |
| 10Y | +51.8% | +46.4% | +5.5% | +8.2% |
| All | -18.9% | -33.4% | +14.5% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling