+163.4%
XOP vs BTDR
+16.5%
+146.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.4% |
| 7D | +1.6% | -3.2% | +4.8% | +1.7% |
| 30D | +9.6% | +32.7% | -23.1% | +8.9% |
| 3M | +16.9% | -28.4% | +45.3% | +17.4% |
| 6M | +24.0% | +51.7% | -27.7% | +21.1% |
| YTD | +56.2% | +2.9% | +53.3% | +54.2% |
| 1Y | +51.8% | -15.5% | +67.3% | +49.7% |
| 3Y | +37.0% | 0.0% | +37.0% | +31.3% |
| 5Y | +163.4% | +16.5% | +146.9% | +148.2% |
| All | +163.4% | +16.5% | +146.9% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling