+37.6%
XOP vs ECL
+78.6%
-41.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.3% |
| 7D | -10.0% | -0.5% | -9.5% | -10.0% |
| 30D | -9.1% | +8.8% | -17.9% | -8.8% |
| 3M | +5.1% | +7.8% | -2.8% | +5.4% |
| 6M | +6.4% | +21.3% | -14.9% | +6.4% |
| YTD | +39.7% | +17.8% | +21.9% | +39.1% |
| 1Y | +37.2% | +21.1% | +16.2% | +35.8% |
| 3Y | +37.6% | +80.1% | -42.4% | +24.3% |
| All | +37.6% | +78.6% | -41.0% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling