+67.3%
XOP vs ECL
+891.9%
-824.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -1.2% |
| 7D | -10.0% | -0.5% | -9.5% | -9.9% |
| 30D | -9.1% | +8.8% | -17.9% | -14.9% |
| 3M | +5.1% | +7.8% | -2.8% | -1.4% |
| 6M | +6.4% | +21.3% | -14.9% | -9.8% |
| YTD | +39.7% | +17.8% | +21.9% | +18.8% |
| 1Y | +37.2% | +21.1% | +16.2% | +14.0% |
| 3Y | +37.6% | +80.1% | -42.4% | -19.8% |
| 5Y | +76.5% | +40.5% | +36.0% | +18.3% |
| 10Y | +42.6% | +197.7% | -155.1% | -54.2% |
| All | +67.3% | +891.9% | -824.6% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling