+55.0%
XOP vs EAT
+374.9%
-319.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | +2.6% | -7.7% | +10.3% | +4.6% |
| 30D | +9.6% | -13.6% | +23.2% | +13.4% |
| 3M | +20.4% | +33.9% | -13.5% | +11.0% |
| 6M | +19.9% | +47.2% | -27.3% | +6.1% |
| YTD | +56.4% | +48.1% | +8.3% | +37.4% |
| 1Y | +52.4% | +33.7% | +18.8% | +36.0% |
| 3Y | +39.9% | +595.8% | -555.9% | -25.7% |
| 5Y | +163.7% | +314.4% | -150.6% | +52.6% |
| All | +55.0% | +374.9% | -319.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling