+82.5%
XOP vs EW
+2,284.1%
-2,201.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | +15.4% | +1.0% | +14.4% | +15.0% |
| 3M | +12.1% | +2.8% | +9.3% | +10.7% |
| 6M | +19.7% | +5.5% | +14.2% | +16.3% |
| YTD | +52.4% | +5.5% | +46.9% | +47.8% |
| 1Y | +47.6% | +11.0% | +36.5% | +40.0% |
| 3Y | +34.4% | +17.7% | +16.7% | +17.1% |
| 5Y | +154.4% | -25.7% | +180.1% | +156.0% |
| 10Y | +54.7% | +132.8% | -78.1% | -5.0% |
| All | +82.5% | +2,284.1% | -2,201.6% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling