+78.9%
XOP vs BURL
-15.9%
+94.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.5% |
| 7D | -12.7% | +3.5% | -16.2% | -13.3% |
| 30D | -7.6% | -9.3% | +1.7% | -6.5% |
| 3M | +5.8% | -32.1% | +37.9% | +11.8% |
| 6M | -2.7% | -19.8% | +17.1% | -0.5% |
| YTD | +39.7% | -13.2% | +52.9% | +40.0% |
| 1Y | +42.4% | -7.8% | +50.2% | +40.6% |
| 3Y | +26.4% | +89.3% | -62.9% | +7.6% |
| 5Y | +78.9% | -15.8% | +94.7% | +83.3% |
| All | +78.9% | -15.9% | +94.8% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling