+39.4%
XOP vs AWK
+9.9%
+29.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.0% | +0.6% | +0.4% | +1.0% |
| 30D | +10.8% | +4.3% | +6.6% | +11.0% |
| 3M | +19.5% | +12.5% | +6.9% | +20.0% |
| 6M | +21.6% | +3.3% | +18.3% | +21.8% |
| YTD | +55.8% | +9.8% | +46.1% | +56.6% |
| 1Y | +54.6% | +2.9% | +51.7% | +55.1% |
| All | +39.4% | +9.9% | +29.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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