+52.4%
XOP vs ELAN
+25.6%
+26.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | +0.3% |
| 7D | +2.6% | -5.4% | +8.1% | +2.0% |
| 30D | +9.6% | +4.7% | +4.9% | +10.2% |
| 3M | +20.4% | -3.7% | +24.0% | +20.1% |
| 6M | +19.9% | -1.2% | +21.1% | +21.7% |
| YTD | +56.4% | +2.4% | +54.0% | +58.3% |
| 1Y | +52.4% | +23.4% | +29.1% | +48.4% |
| All | +52.4% | +25.6% | +26.9% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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