+56.2%
XOP vs ES
+83.1%
-26.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.9% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +10.8% | -1.0% | +11.9% | +11.0% |
| 3M | +19.5% | +1.5% | +18.0% | +18.9% |
| 6M | +21.6% | -3.5% | +25.1% | +22.0% |
| YTD | +55.8% | +7.0% | +48.9% | +52.7% |
| 1Y | +54.6% | +15.3% | +39.3% | +48.5% |
| 3Y | +36.6% | +30.2% | +6.4% | +26.2% |
| 5Y | +160.6% | -4.3% | +164.9% | +155.8% |
| 10Y | +56.2% | +87.5% | -31.2% | +57.3% |
| All | +56.2% | +83.1% | -26.9% | +57.3% |
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