+51.7%
XOP vs ECL
+197.5%
-145.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.1% |
| 7D | +6.3% | +2.9% | +3.5% | +4.9% |
| 30D | -6.6% | +7.5% | -14.1% | -10.2% |
| 3M | +3.6% | +12.2% | -8.7% | -2.7% |
| 6M | +10.8% | +24.6% | -13.8% | -2.4% |
| YTD | +48.3% | +18.8% | +29.5% | +32.1% |
| 1Y | +42.9% | +19.3% | +23.6% | +26.8% |
| 3Y | +43.3% | +78.2% | -34.9% | -2.8% |
| 5Y | +94.0% | +38.8% | +55.2% | +52.0% |
| All | +51.7% | +197.5% | -145.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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