+46.0%
XOP vs EW
+236.3%
-190.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -8.4% | +9.3% | -17.6% | -10.7% |
| 30D | -8.4% | +22.1% | -30.4% | -13.6% |
| 3M | +0.2% | +13.0% | -12.9% | -3.7% |
| 6M | +7.2% | +30.1% | -22.9% | -1.5% |
| YTD | +40.8% | +22.0% | +18.8% | +31.0% |
| 1Y | +36.3% | +23.7% | +12.6% | +26.1% |
| 3Y | +37.2% | +62.0% | -24.8% | +7.9% |
| 5Y | +86.6% | -12.4% | +99.0% | +82.5% |
| All | +46.0% | +236.3% | -190.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling