+67.0%
XOP vs ES
+589.4%
-522.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.2% |
| 7D | -14.7% | +1.9% | -16.6% | -15.6% |
| 30D | -7.7% | +7.1% | -14.7% | -10.9% |
| 3M | +4.4% | -1.9% | +6.4% | +4.8% |
| 6M | +3.5% | +4.4% | -0.8% | +0.3% |
| YTD | +39.4% | +7.3% | +32.1% | +32.2% |
| 1Y | +39.8% | +2.1% | +37.7% | +35.1% |
| 3Y | +29.7% | +41.8% | -12.2% | +2.2% |
| 5Y | +78.6% | +1.4% | +77.1% | +64.2% |
| 10Y | +51.8% | +86.8% | -34.9% | -22.0% |
| All | +67.0% | +589.4% | -522.5% | -74.0% |
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