+75.8%
XOP vs ESTC
-48.9%
+124.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.5% |
| 7D | -14.7% | -11.5% | -3.2% | -13.4% |
| 30D | -7.7% | -7.5% | -0.1% | -6.9% |
| 3M | +4.4% | +23.1% | -18.6% | +0.9% |
| 6M | +3.5% | +75.3% | -71.7% | -5.1% |
| YTD | +39.4% | +14.1% | +25.3% | +34.5% |
| 1Y | +39.8% | -0.6% | +40.4% | +37.2% |
| 3Y | +29.7% | +20.8% | +8.8% | +18.1% |
| All | +75.8% | -48.9% | +124.7% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 5y: compounded portfolio wealth divided by compounded ESTC 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…
5y analysis · Full analysis span regression · 6 months rolling