+143.1%
XOP vs BROS
+41.2%
+101.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | +0.6% | -0.9% | +1.5% | +0.7% |
| 30D | +16.5% | -13.5% | +30.0% | +18.0% |
| 3M | +15.7% | -18.4% | +34.2% | +17.1% |
| 6M | +19.2% | -10.6% | +29.8% | +18.8% |
| YTD | +55.0% | -25.1% | +80.0% | +57.2% |
| 1Y | +54.2% | -28.6% | +82.8% | +56.7% |
| 3Y | +35.9% | +65.6% | -29.7% | +22.2% |
| All | +143.1% | +41.2% | +101.9% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling