+67.3%
XOP vs EW
+2,676.8%
-2,609.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.6% |
| 7D | -10.0% | +12.3% | -22.3% | -13.6% |
| 30D | -9.1% | +22.9% | -32.0% | -15.4% |
| 3M | +5.1% | +16.7% | -11.6% | -0.9% |
| 6M | +6.4% | +31.0% | -24.6% | -4.0% |
| YTD | +39.7% | +22.8% | +16.9% | +27.9% |
| 1Y | +37.2% | +25.6% | +11.7% | +24.5% |
| 3Y | +37.6% | +62.0% | -24.3% | +6.5% |
| 5Y | +76.5% | -12.8% | +89.3% | +67.8% |
| 10Y | +42.6% | +239.8% | -197.1% | -23.5% |
| All | +67.3% | +2,676.8% | -2,609.5% | -79.3% |
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