+30.0%
XOP vs ESTC
+31.2%
-1.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.1% |
| 7D | +2.6% | -8.1% | +10.7% | +4.0% |
| 30D | +15.4% | +31.7% | -16.2% | +9.1% |
| 3M | +12.1% | +41.1% | -29.0% | +4.3% |
| 6M | +19.7% | +77.1% | -57.4% | +6.1% |
| YTD | +52.4% | +21.7% | +30.7% | +43.5% |
| 1Y | +47.6% | +8.4% | +39.2% | +41.0% |
| 3Y | +34.4% | +23.6% | +10.7% | +17.3% |
| 5Y | +154.4% | -46.5% | +200.9% | +152.2% |
| All | +30.0% | +31.2% | -1.1% | -18.7% |
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