-11.2%
XOP vs BURL
+1,051.1%
-1,062.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -1.5% |
| 7D | +2.6% | -2.8% | +5.4% | +3.2% |
| 30D | +15.4% | -28.2% | +43.6% | +24.8% |
| 3M | +12.1% | -17.6% | +29.7% | +16.7% |
| 6M | +19.7% | -11.8% | +31.5% | +21.1% |
| YTD | +52.4% | -8.1% | +60.5% | +52.3% |
| 1Y | +47.6% | -12.0% | +59.5% | +48.1% |
| 3Y | +34.4% | +63.3% | -28.9% | +10.0% |
| 5Y | +154.4% | -10.8% | +165.2% | +136.1% |
| 10Y | +54.7% | +215.9% | -161.2% | +4.9% |
| All | -11.2% | +1,051.1% | -1,062.3% | -48.2% |
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