+45.3%
XOP vs BLK
+17.9%
+27.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.4% | -11.8% | -5.0% |
| 7D | -10.5% | +5.7% | -16.3% | -9.1% |
| 30D | -4.3% | +14.8% | -19.2% | -1.2% |
| 3M | +4.7% | +8.8% | -4.1% | +7.0% |
| 6M | -0.1% | +17.6% | -17.7% | +4.0% |
| YTD | +43.8% | +16.3% | +27.6% | +50.7% |
| 1Y | +45.3% | +18.0% | +27.3% | +51.2% |
| All | +45.3% | +17.9% | +27.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling