+37.6%
XOP vs EW
+57.6%
-20.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.3% |
| 7D | -10.0% | +12.3% | -22.3% | -9.7% |
| 30D | -9.1% | +22.9% | -32.0% | -8.6% |
| 3M | +5.1% | +16.7% | -11.6% | +5.6% |
| 6M | +6.4% | +31.0% | -24.6% | +6.9% |
| YTD | +39.7% | +22.8% | +16.9% | +40.6% |
| 1Y | +37.2% | +25.6% | +11.7% | +38.0% |
| 3Y | +37.6% | +62.0% | -24.3% | +36.6% |
| All | +37.6% | +57.6% | -20.0% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling