+47.6%
XOP vs AUR
+11.8%
+35.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.8% |
| 7D | +2.6% | +8.7% | -6.2% | +2.6% |
| 30D | +15.4% | -5.2% | +20.7% | +15.4% |
| 3M | +12.1% | -7.3% | +19.4% | +12.2% |
| 6M | +19.7% | +41.2% | -21.5% | +17.0% |
| YTD | +52.4% | +65.1% | -12.7% | +45.7% |
| 1Y | +47.6% | +13.4% | +34.1% | +44.7% |
| All | +47.6% | +11.8% | +35.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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