+51.7%
XOP vs ES
+98.2%
-46.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +6.3% | +2.7% | +3.6% | +5.8% |
| 30D | -6.6% | +7.6% | -14.2% | -8.0% |
| 3M | +3.6% | +0.5% | +3.1% | +3.3% |
| 6M | +10.8% | +7.6% | +3.2% | +8.6% |
| YTD | +48.3% | +10.2% | +38.0% | +44.3% |
| 1Y | +42.9% | +1.8% | +41.1% | +41.2% |
| 3Y | +43.3% | +55.4% | -12.1% | +27.4% |
| 5Y | +94.0% | +7.3% | +86.6% | +85.9% |
| All | +51.7% | +98.2% | -46.6% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling