+56.2%
XOP vs EL
+28.8%
+27.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.4% |
| 7D | +1.0% | -2.4% | +3.3% | +1.6% |
| 30D | +10.8% | +13.7% | -2.8% | +6.1% |
| 3M | +19.5% | +14.5% | +5.0% | +13.6% |
| 6M | +21.6% | +7.4% | +14.2% | +15.9% |
| YTD | +55.8% | -4.7% | +60.5% | +52.3% |
| 1Y | +54.6% | +12.9% | +41.7% | +41.1% |
| 3Y | +36.6% | -32.2% | +68.9% | +39.8% |
| 5Y | +160.6% | -68.4% | +229.0% | +272.6% |
| 10Y | +56.2% | +28.3% | +28.0% | +18.6% |
| All | +56.2% | +28.8% | +27.4% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling