+39.9%
XOP vs ELAN
+99.1%
-59.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | +2.6% | -5.4% | +8.1% | +3.1% |
| 30D | +9.6% | +4.7% | +4.9% | +9.1% |
| 3M | +20.4% | -3.7% | +24.0% | +20.5% |
| 6M | +19.9% | -1.2% | +21.1% | +19.0% |
| YTD | +56.4% | +2.4% | +54.0% | +54.2% |
| 1Y | +52.4% | +23.4% | +29.1% | +45.9% |
| 3Y | +39.9% | +96.7% | -56.8% | +24.3% |
| All | +39.9% | +99.1% | -59.2% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling