+85.7%
XOP vs BUD
+215.1%
-129.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.8% |
| 7D | +0.5% | +0.5% | 0.0% | +0.1% |
| 30D | -7.3% | +7.4% | -14.7% | -11.3% |
| 3M | +1.4% | +4.3% | -2.9% | -1.8% |
| 6M | +7.8% | +5.3% | +2.5% | +3.2% |
| YTD | +44.5% | +33.2% | +11.3% | +19.7% |
| 1Y | +37.0% | +31.8% | +5.3% | +14.0% |
| 3Y | +40.8% | +47.8% | -7.0% | +5.2% |
| 5Y | +88.7% | +50.2% | +38.5% | +34.0% |
| 10Y | +49.9% | -4.8% | +54.7% | +30.4% |
| All | +85.7% | +215.1% | -129.3% | -26.8% |
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