+39.7%
XOP vs ESI
+84.3%
-44.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.3% | +1.9% |
| 7D | +0.5% | +1.8% | -1.4% | +0.1% |
| 30D | -7.3% | -6.6% | -0.7% | -6.3% |
| 3M | +1.4% | -9.4% | +10.8% | +2.8% |
| 6M | +7.8% | -24.1% | +31.9% | +12.5% |
| YTD | +44.5% | +37.1% | +7.4% | +21.3% |
| 1Y | +37.0% | +24.5% | +12.5% | +19.2% |
| All | +39.7% | +84.3% | -44.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling