-18.6%
XOP vs BURL
+987.9%
-1,006.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -2.2% |
| 7D | -12.7% | +3.5% | -16.2% | -13.6% |
| 30D | -7.6% | -9.3% | +1.7% | -5.8% |
| 3M | +5.8% | -32.1% | +37.9% | +15.2% |
| 6M | -2.7% | -19.8% | +17.1% | +0.7% |
| YTD | +39.7% | -13.2% | +52.9% | +40.5% |
| 1Y | +42.4% | -7.8% | +50.2% | +40.3% |
| 3Y | +26.4% | +89.3% | -62.9% | -1.2% |
| 5Y | +78.9% | -15.8% | +94.7% | +67.5% |
| 10Y | +52.1% | +262.2% | -210.0% | +0.7% |
| All | -18.6% | +987.9% | -1,006.6% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling