+55.0%
XOP vs BR
+189.7%
-134.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.6% | -3.0% | +5.6% | +4.1% |
| 30D | +9.6% | -0.3% | +9.9% | +9.5% |
| 3M | +20.4% | +17.3% | +3.1% | +9.7% |
| 6M | +19.9% | -6.7% | +26.6% | +22.4% |
| YTD | +56.4% | -23.4% | +79.8% | +76.6% |
| 1Y | +52.4% | -32.7% | +85.1% | +85.0% |
| 3Y | +39.9% | -5.9% | +45.8% | +36.3% |
| 5Y | +163.7% | +8.4% | +155.3% | +127.9% |
| All | +55.0% | +189.7% | -134.7% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling