+82.5%
XOP vs EAT
+1,320.8%
-1,238.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +15.4% | +1.9% | +13.6% | +14.5% |
| 3M | +12.1% | +68.7% | -56.6% | -3.3% |
| 6M | +19.7% | +66.9% | -47.2% | +1.8% |
| YTD | +52.4% | +60.4% | -8.0% | +30.3% |
| 1Y | +47.6% | +44.0% | +3.6% | +28.3% |
| 3Y | +34.4% | +604.7% | -570.3% | -29.2% |
| 5Y | +154.4% | +347.0% | -192.6% | +42.8% |
| 10Y | +54.7% | +390.8% | -336.1% | -27.4% |
| All | +82.5% | +1,320.8% | -1,238.2% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling