+52.4%
XOP vs EL
+12.6%
+39.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.2% |
| 7D | +2.6% | -6.5% | +9.1% | +2.1% |
| 30D | +9.6% | +11.1% | -1.5% | +10.4% |
| 3M | +20.4% | +10.7% | +9.6% | +21.5% |
| 6M | +19.9% | +6.9% | +13.0% | +23.2% |
| YTD | +56.4% | -6.3% | +62.7% | +60.5% |
| 1Y | +52.4% | +13.5% | +39.0% | +54.0% |
| All | +52.4% | +12.6% | +39.8% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling