+82.5%
XOP vs EL
+602.5%
-520.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -2.1% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | +15.4% | +19.8% | -4.4% | +6.2% |
| 3M | +12.1% | +25.7% | -13.6% | +0.3% |
| 6M | +19.7% | +5.4% | +14.2% | +12.3% |
| YTD | +52.4% | +0.2% | +52.2% | +43.4% |
| 1Y | +47.6% | +20.4% | +27.1% | +26.0% |
| 3Y | +34.4% | -32.1% | +66.5% | +34.8% |
| 5Y | +154.4% | -67.2% | +221.6% | +255.9% |
| 10Y | +54.7% | +31.7% | +22.9% | -7.0% |
| All | +82.5% | +602.5% | -520.0% | -61.6% |
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 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