+163.0%
XOP vs BTDR
+19.6%
+143.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | +2.6% | -3.4% | +6.0% | +2.7% |
| 30D | +9.6% | +32.6% | -23.0% | +8.9% |
| 3M | +20.4% | -32.2% | +52.6% | +21.1% |
| 6M | +19.9% | +52.4% | -32.5% | +17.1% |
| YTD | +56.4% | +6.7% | +49.7% | +54.3% |
| 1Y | +52.4% | -15.2% | +67.7% | +50.5% |
| 3Y | +39.9% | +14.9% | +25.0% | +34.0% |
| 5Y | +163.7% | +20.8% | +142.9% | +150.1% |
| All | +163.0% | +19.6% | +143.4% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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