+29.7%
XOP vs EXR
+69.9%
-40.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -14.7% | +5.2% | -19.9% | -15.3% |
| 30D | -7.7% | +20.9% | -28.6% | -10.0% |
| 3M | +4.4% | +7.7% | -3.3% | +3.4% |
| 6M | +3.5% | +13.2% | -9.6% | +1.6% |
| YTD | +39.4% | +26.5% | +12.9% | +33.1% |
| 1Y | +39.8% | +27.2% | +12.6% | +33.3% |
| 3Y | +29.7% | +71.5% | -41.9% | +21.8% |
| All | +29.7% | +69.9% | -40.2% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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