+39.7%
XOP vs AWK
+30.8%
+8.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -7.3% | +15.5% | -22.8% | -6.4% |
| 3M | +1.4% | +10.0% | -8.6% | +2.1% |
| 6M | +7.8% | +20.4% | -12.7% | +9.2% |
| YTD | +44.5% | +17.1% | +27.5% | +46.4% |
| 1Y | +37.0% | +18.3% | +18.8% | +38.9% |
| All | +39.7% | +30.8% | +8.9% | +35.9% |
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