+130.5%
XOP vs BROS
+3.7%
+126.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.4% | +2.0% |
| 7D | +5.2% | -2.5% | +7.7% | +5.4% |
| 30D | -8.4% | -11.2% | +2.9% | -7.7% |
| 3M | +2.9% | -33.9% | +36.9% | +6.5% |
| 6M | +8.8% | -33.5% | +42.3% | +11.6% |
| YTD | +46.9% | -44.9% | +91.8% | +52.8% |
| 1Y | +41.5% | -41.5% | +83.0% | +45.9% |
| 3Y | +43.1% | +22.4% | +20.7% | +32.0% |
| 5Y | +92.2% | -45.7% | +137.9% | +79.4% |
| All | +130.5% | +3.7% | +126.7% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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