+153.3%
XOP vs BG
+81.8%
+71.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +1.0% |
| 7D | +2.6% | +3.1% | -0.5% | +1.0% |
| 30D | +9.6% | +10.2% | -0.6% | +4.0% |
| 3M | +20.4% | -1.7% | +22.0% | +20.7% |
| 6M | +19.9% | +1.0% | +18.9% | +18.3% |
| YTD | +56.4% | +39.9% | +16.5% | +29.5% |
| 1Y | +52.4% | +53.2% | -0.8% | +18.9% |
| 3Y | +39.9% | +16.3% | +23.6% | +25.1% |
| All | +153.3% | +81.8% | +71.5% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling