+51.7%
XOP vs EL
+62.2%
-10.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +6.3% | +1.5% | +4.8% | +5.9% |
| 30D | -6.6% | +10.0% | -16.6% | -9.3% |
| 3M | +3.6% | +28.4% | -24.9% | -4.7% |
| 6M | +10.8% | +37.1% | -26.3% | -1.2% |
| YTD | +48.3% | +7.8% | +40.4% | +39.1% |
| 1Y | +42.9% | +26.0% | +16.9% | +26.5% |
| 3Y | +43.3% | +3.8% | +39.5% | +24.6% |
| 5Y | +94.0% | -65.2% | +159.2% | +172.5% |
| All | +51.7% | +62.2% | -10.5% | +8.8% |
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