-16.5%
XOP vs ESI
+224.6%
-241.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -2.1% |
| 7D | +2.6% | +3.3% | -0.8% | +1.1% |
| 30D | +15.4% | -5.9% | +21.3% | +17.9% |
| 3M | +12.1% | -14.1% | +26.1% | +16.7% |
| 6M | +19.7% | +6.6% | +13.1% | +10.4% |
| YTD | +52.4% | +45.0% | +7.4% | +21.3% |
| 1Y | +47.6% | +41.5% | +6.1% | +17.9% |
| 3Y | +34.4% | +78.8% | -44.4% | -6.6% |
| 5Y | +154.4% | +70.9% | +83.5% | +75.6% |
| 10Y | +54.7% | +317.1% | -262.4% | -29.9% |
| All | -16.5% | +224.6% | -241.2% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling