+68.7%
XOP vs EW
+2,658.3%
-2,589.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -8.4% | +9.3% | -17.6% | -11.2% |
| 30D | -8.4% | +22.1% | -30.4% | -14.6% |
| 3M | +0.2% | +13.0% | -12.9% | -4.5% |
| 6M | +7.2% | +30.1% | -22.9% | -3.0% |
| YTD | +40.8% | +22.0% | +18.8% | +29.2% |
| 1Y | +36.3% | +23.7% | +12.6% | +24.3% |
| 3Y | +37.2% | +62.0% | -24.8% | +6.1% |
| 5Y | +86.6% | -12.4% | +99.0% | +77.0% |
| 10Y | +44.0% | +236.1% | -192.0% | -22.4% |
| All | +68.7% | +2,658.3% | -2,589.6% | -79.1% |
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