+37.6%
XOP vs BURL
+95.8%
-58.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.1% |
| 7D | -10.0% | +7.7% | -17.7% | -10.7% |
| 30D | -9.1% | -7.1% | -1.9% | -8.4% |
| 3M | +5.1% | -30.3% | +35.4% | +9.4% |
| 6M | +6.4% | -15.5% | +21.9% | +7.5% |
| YTD | +39.7% | -11.0% | +50.7% | +38.9% |
| 1Y | +37.2% | -8.4% | +45.7% | +35.2% |
| 3Y | +37.6% | +96.7% | -59.0% | +26.1% |
| All | +37.6% | +95.8% | -58.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling