+45.3%
XOP vs BR
-14.2%
+59.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.0% | -9.4% | -6.2% |
| 7D | -10.5% | +7.0% | -17.5% | -10.2% |
| 30D | -4.3% | +19.0% | -23.3% | -3.9% |
| 3M | +4.7% | +13.1% | -8.4% | +4.9% |
| 6M | -0.1% | +24.6% | -24.7% | +0.7% |
| YTD | +43.8% | -13.6% | +57.4% | +46.1% |
| 1Y | +45.3% | -13.1% | +58.4% | +48.4% |
| All | +45.3% | -14.2% | +59.5% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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