+82.5%
XOP vs ECL
+800.7%
-718.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +2.6% | -2.6% | +5.2% | +4.5% |
| 30D | +15.4% | -2.2% | +17.6% | +17.0% |
| 3M | +12.1% | +10.1% | +2.0% | +3.0% |
| 6M | +19.7% | -5.7% | +25.4% | +21.3% |
| YTD | +52.4% | +7.0% | +45.4% | +39.9% |
| 1Y | +47.6% | +2.7% | +44.9% | +38.5% |
| 3Y | +34.4% | +57.7% | -23.4% | -13.6% |
| 5Y | +154.4% | +31.1% | +123.3% | +78.6% |
| 10Y | +54.7% | +150.9% | -96.2% | -42.4% |
| All | +82.5% | +800.7% | -718.2% | -77.5% |
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 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