+45.3%
XOP vs ED
+27.1%
+18.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.0% | -9.4% | -6.5% |
| 7D | -10.5% | +5.4% | -15.9% | -10.8% |
| 30D | -4.3% | +16.4% | -20.7% | -5.7% |
| 3M | +4.7% | +11.9% | -7.2% | +3.5% |
| 6M | -0.1% | +11.6% | -11.6% | -0.7% |
| YTD | +43.8% | +24.1% | +19.7% | +38.7% |
| 1Y | +45.3% | +26.9% | +18.4% | +40.2% |
| All | +45.3% | +27.1% | +18.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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