+92.7%
XOP vs EWJ
+47.4%
+45.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +6.3% | +4.0% | +2.4% | +4.3% |
| 30D | -6.6% | -4.3% | -2.3% | -4.7% |
| 3M | +3.6% | -6.8% | +10.4% | +6.8% |
| 6M | +10.8% | -0.9% | +11.6% | +9.7% |
| YTD | +48.3% | +14.3% | +34.0% | +31.0% |
| 1Y | +42.9% | +15.3% | +27.6% | +25.3% |
| 3Y | +43.3% | +65.6% | -22.3% | -9.6% |
| All | +92.7% | +47.4% | +45.3% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 5y: compounded portfolio wealth divided by compounded EWJ 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…
5y analysis · Full analysis span regression · 6 months rolling