+39.4%
XOP vs EAT
+587.9%
-548.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.8% |
| 7D | +1.0% | -6.8% | +7.7% | +1.5% |
| 30D | +10.8% | -5.4% | +16.2% | +11.2% |
| 3M | +19.5% | +42.8% | -23.3% | +15.8% |
| 6M | +21.6% | +56.5% | -34.9% | +15.9% |
| YTD | +55.8% | +50.0% | +5.8% | +48.9% |
| 1Y | +54.6% | +38.3% | +16.4% | +49.4% |
| All | +39.4% | +587.9% | -548.5% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling