+19.0%
XOP vs ESTC
+23.0%
-4.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.6% |
| 7D | -14.7% | -11.5% | -3.2% | -12.9% |
| 30D | -7.7% | -7.5% | -0.1% | -6.6% |
| 3M | +4.4% | +23.1% | -18.6% | -0.4% |
| 6M | +3.5% | +75.3% | -71.7% | -8.1% |
| YTD | +39.4% | +14.1% | +25.3% | +32.3% |
| 1Y | +39.8% | -0.6% | +40.4% | +35.7% |
| 3Y | +29.7% | +20.8% | +8.8% | +13.4% |
| 5Y | +78.6% | -48.8% | +127.3% | +77.9% |
| All | +19.0% | +23.0% | -4.0% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling