+153.3%
XOP vs BR
+8.0%
+145.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.6% | -3.0% | +5.6% | +3.5% |
| 30D | +9.6% | -0.3% | +9.9% | +9.5% |
| 3M | +20.4% | +17.3% | +3.1% | +14.1% |
| 6M | +19.9% | -6.7% | +26.6% | +22.1% |
| YTD | +56.4% | -23.4% | +79.8% | +70.4% |
| 1Y | +52.4% | -32.7% | +85.1% | +74.6% |
| 3Y | +39.9% | -5.9% | +45.8% | +38.7% |
| All | +153.3% | +8.0% | +145.3% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling