-16.5%
XOP vs ARMK
+317.2%
-333.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.5% | -4.6% | -2.1% |
| 7D | -14.7% | -2.6% | -12.1% | -13.7% |
| 30D | -7.7% | -5.2% | -2.5% | -5.7% |
| 3M | +4.4% | -6.5% | +10.9% | +6.9% |
| 6M | +3.5% | +15.3% | -11.7% | -4.0% |
| YTD | +39.4% | +43.6% | -4.2% | +15.9% |
| 1Y | +39.8% | +42.1% | -2.3% | +16.6% |
| 3Y | +29.7% | +94.0% | -64.3% | -8.9% |
| 5Y | +78.6% | +96.3% | -17.7% | +21.5% |
| 10Y | +51.8% | +126.7% | -74.8% | -3.8% |
| All | -16.5% | +317.2% | -333.7% | -52.3% |
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