+39.7%
XOP vs BG
+20.1%
+19.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | +1.6% | +3.7% | -2.1% | +0.2% |
| 30D | +9.6% | +12.3% | -2.8% | +4.6% |
| 3M | +16.9% | -2.2% | +19.1% | +17.5% |
| 6M | +24.0% | +5.3% | +18.7% | +21.1% |
| YTD | +56.2% | +42.4% | +13.8% | +35.6% |
| 1Y | +51.8% | +55.2% | -3.4% | +26.4% |
| All | +39.7% | +20.1% | +19.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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