+38.3%
XOP vs ELAN
-29.1%
+67.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.2% | +1.0% |
| 7D | +1.6% | -6.4% | +8.0% | +3.4% |
| 30D | +9.6% | +0.6% | +9.0% | +9.2% |
| 3M | +16.9% | 0.0% | +17.0% | +16.0% |
| 6M | +24.0% | -3.4% | +27.5% | +21.5% |
| YTD | +56.2% | +1.0% | +55.2% | +50.2% |
| 1Y | +51.8% | +24.7% | +27.1% | +35.7% |
| 3Y | +37.0% | +97.2% | -60.3% | -5.4% |
| 5Y | +163.4% | -31.5% | +194.9% | +185.6% |
| All | +38.3% | -29.1% | +67.4% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling