+54.6%
XOP vs EW
+7.5%
+47.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.5% |
| 7D | +1.0% | -5.1% | +6.1% | +0.2% |
| 30D | +10.8% | -6.4% | +17.2% | +9.9% |
| 3M | +19.5% | -1.6% | +21.0% | +19.4% |
| 6M | +21.6% | +2.3% | +19.3% | +22.9% |
| YTD | +55.8% | +1.1% | +54.7% | +57.4% |
| 1Y | +54.6% | +8.0% | +46.7% | +53.6% |
| All | +54.6% | +7.5% | +47.2% | +53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling