+58.3%
XOP vs BR
+1,286.0%
-1,227.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +3.2% |
| 7D | +0.6% | -5.9% | +6.6% | +4.3% |
| 30D | +16.5% | +1.9% | +14.6% | +14.9% |
| 3M | +15.7% | +14.7% | +1.1% | +5.0% |
| 6M | +19.2% | -12.8% | +32.0% | +26.6% |
| YTD | +55.0% | -23.0% | +78.0% | +76.1% |
| 1Y | +54.2% | -31.7% | +85.9% | +88.3% |
| 3Y | +35.9% | -4.8% | +40.6% | +31.0% |
| 5Y | +162.4% | +7.8% | +154.6% | +125.0% |
| 10Y | +50.2% | +184.1% | -133.9% | -34.5% |
| All | +58.3% | +1,286.0% | -1,227.7% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling