-7.9%
XOP vs BTG
+378.0%
-385.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +2.0% |
| 7D | +0.6% | +4.8% | -4.2% | 0.0% |
| 30D | +16.5% | +8.3% | +8.2% | +15.2% |
| 3M | +15.7% | +32.3% | -16.6% | +11.1% |
| 6M | +19.2% | +3.0% | +16.2% | +17.0% |
| YTD | +55.0% | +21.9% | +33.0% | +48.0% |
| 1Y | +54.2% | +28.2% | +26.0% | +45.5% |
| 3Y | +35.9% | +99.9% | -64.0% | +18.7% |
| 5Y | +162.4% | +73.6% | +88.9% | +131.6% |
| 10Y | +50.2% | +136.5% | -86.4% | +19.5% |
| All | -7.9% | +378.0% | -385.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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