+54.6%
XOP vs ECL
+0.5%
+54.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | -0.2% |
| 7D | +1.0% | -2.7% | +3.7% | -0.1% |
| 30D | +10.8% | -4.3% | +15.1% | +9.1% |
| 3M | +19.5% | +3.2% | +16.2% | +21.2% |
| 6M | +21.6% | -2.9% | +24.5% | +23.9% |
| YTD | +55.8% | +4.3% | +51.6% | +57.8% |
| 1Y | +54.6% | +1.6% | +53.0% | +60.5% |
| All | +54.6% | +0.5% | +54.2% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling