+139.1%
XOP vs BROS
+43.3%
+95.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | +2.6% | -6.7% | +9.2% | +3.2% |
| 30D | +15.4% | -29.1% | +44.5% | +18.9% |
| 3M | +12.1% | -16.7% | +28.8% | +13.2% |
| 6M | +19.7% | -11.6% | +31.3% | +19.5% |
| YTD | +52.4% | -23.9% | +76.3% | +54.4% |
| 1Y | +47.6% | -34.8% | +82.3% | +51.6% |
| 3Y | +34.4% | +62.1% | -27.7% | +21.1% |
| All | +139.1% | +43.3% | +95.8% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling