+81.0%
XOP vs BUD
+222.5%
-141.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -8.4% | +6.0% | -14.4% | -11.3% |
| 30D | -8.4% | +11.3% | -19.6% | -13.9% |
| 3M | +0.2% | +3.6% | -3.4% | -2.6% |
| 6M | +7.2% | +7.7% | -0.5% | +1.6% |
| YTD | +40.8% | +36.4% | +4.5% | +15.3% |
| 1Y | +36.3% | +37.8% | -1.6% | +10.7% |
| 3Y | +37.2% | +51.2% | -14.1% | +1.4% |
| 5Y | +86.6% | +53.4% | +33.2% | +31.2% |
| 10Y | +44.0% | -3.2% | +47.2% | +24.4% |
| All | +81.0% | +222.5% | -141.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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