-16.3%
XOP vs ARMK
+334.6%
-351.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -1.6% |
| 7D | -10.0% | +0.9% | -10.9% | -10.4% |
| 30D | -9.1% | -0.4% | -8.7% | -9.2% |
| 3M | +5.1% | -2.0% | +7.0% | +5.3% |
| 6M | +6.4% | +22.0% | -15.6% | -3.9% |
| YTD | +39.7% | +49.6% | -9.9% | +14.0% |
| 1Y | +37.2% | +46.4% | -9.1% | +13.0% |
| 3Y | +37.6% | +103.2% | -65.6% | -5.3% |
| 5Y | +76.5% | +108.1% | -31.6% | +16.9% |
| 10Y | +42.6% | +129.4% | -86.8% | -10.4% |
| All | -16.3% | +334.6% | -351.0% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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