+82.5%
XOP vs EIX
+198.4%
-115.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.3% |
| 7D | +2.6% | -19.1% | +21.7% | +11.4% |
| 30D | +15.4% | -16.9% | +32.4% | +23.0% |
| 3M | +12.1% | -20.0% | +32.1% | +21.2% |
| 6M | +19.7% | -21.3% | +41.0% | +29.7% |
| YTD | +52.4% | -1.7% | +54.1% | +44.9% |
| 1Y | +47.6% | +9.6% | +38.0% | +31.1% |
| 3Y | +34.4% | -3.7% | +38.0% | +22.3% |
| 5Y | +154.4% | +22.6% | +131.8% | +94.5% |
| 10Y | +54.7% | +17.7% | +37.0% | +10.4% |
| All | +82.5% | +198.4% | -115.9% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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