+67.0%
XOP vs AXON
+3,721.7%
-3,654.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -18.2% | +18.0% | +3.9% |
| 7D | -14.7% | -26.8% | +12.1% | -9.1% |
| 30D | -7.7% | -22.9% | +15.2% | -2.9% |
| 3M | +4.4% | -40.1% | +44.5% | +15.0% |
| 6M | +3.5% | -18.9% | +22.4% | +3.9% |
| YTD | +39.4% | -44.9% | +84.3% | +49.8% |
| 1Y | +39.8% | -46.7% | +86.5% | +51.2% |
| 3Y | +29.7% | +44.3% | -14.7% | +2.4% |
| 5Y | +78.6% | +71.4% | +7.2% | +28.3% |
| 10Y | +51.8% | +1,324.0% | -1,272.2% | -45.6% |
| All | +67.0% | +3,721.7% | -3,654.8% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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