+24.0%
XOP vs ELAN
-4.8%
+28.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | -0.3% |
| 7D | +1.6% | -6.4% | +8.0% | +0.4% |
| 30D | +9.6% | +0.6% | +9.0% | +9.8% |
| 3M | +16.9% | 0.0% | +17.0% | +18.0% |
| 6M | +24.0% | -3.4% | +27.5% | +27.9% |
| All | +24.0% | -4.8% | +28.8% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling