+47.8%
XOP vs EL
+63.0%
-15.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -7.3% | +12.3% | -19.6% | -10.5% |
| 3M | +1.4% | +28.4% | -27.0% | -6.7% |
| 6M | +7.8% | +36.7% | -29.0% | -3.8% |
| YTD | +44.5% | +8.4% | +36.1% | +35.5% |
| 1Y | +37.0% | +25.4% | +11.6% | +21.6% |
| 3Y | +40.8% | +3.4% | +37.4% | +22.7% |
| 5Y | +88.7% | -64.8% | +153.4% | +163.6% |
| All | +47.8% | +63.0% | -15.2% | +5.9% |
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