+73.1%
XOP vs EL
+659.8%
-586.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -7.3% | +12.3% | -19.6% | -12.0% |
| 3M | +1.4% | +28.4% | -27.0% | -10.1% |
| 6M | +7.8% | +36.7% | -29.0% | -8.4% |
| YTD | +44.5% | +8.4% | +36.1% | +30.5% |
| 1Y | +37.0% | +25.4% | +11.6% | +15.3% |
| 3Y | +40.8% | +3.4% | +37.4% | +15.7% |
| 5Y | +88.7% | -64.8% | +153.4% | +155.5% |
| 10Y | +49.9% | +63.0% | -13.1% | -19.9% |
| All | +73.1% | +659.8% | -586.7% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling