+82.5%
XOP vs ES
+593.2%
-510.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.6% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | +15.4% | -2.0% | +17.4% | +16.4% |
| 3M | +12.1% | +1.7% | +10.4% | +10.6% |
| 6M | +19.7% | -3.5% | +23.2% | +20.5% |
| YTD | +52.4% | +7.9% | +44.5% | +44.8% |
| 1Y | +47.6% | +17.2% | +30.4% | +33.0% |
| 3Y | +34.4% | +29.3% | +5.1% | +11.3% |
| 5Y | +154.4% | -5.7% | +160.1% | +144.6% |
| 10Y | +54.7% | +85.2% | -30.5% | -19.6% |
| All | +82.5% | +593.2% | -510.7% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling