+82.5%
XOP vs ED
+470.9%
-388.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | +15.4% | -0.1% | +15.6% | +15.4% |
| 3M | +12.1% | +3.9% | +8.1% | +10.0% |
| 6M | +19.7% | -3.0% | +22.7% | +20.7% |
| YTD | +52.4% | +10.7% | +41.7% | +45.3% |
| 1Y | +47.6% | +13.3% | +34.2% | +38.9% |
| 3Y | +34.4% | +34.5% | -0.1% | +13.9% |
| 5Y | +154.4% | +67.1% | +87.2% | +90.7% |
| 10Y | +54.7% | +103.0% | -48.4% | -9.2% |
| All | +82.5% | +470.9% | -388.4% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling