+82.5%
XOP vs EXR
+1,991.0%
-1,908.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +2.6% | -2.6% | +5.1% | +3.6% |
| 30D | +15.4% | -7.2% | +22.6% | +18.7% |
| 3M | +12.1% | -3.5% | +15.6% | +13.2% |
| 6M | +19.7% | -5.3% | +25.0% | +20.8% |
| YTD | +52.4% | +9.4% | +43.0% | +45.1% |
| 1Y | +47.6% | +1.3% | +46.2% | +44.3% |
| 3Y | +34.4% | +22.4% | +11.9% | +18.1% |
| 5Y | +154.4% | -12.2% | +166.6% | +149.5% |
| 10Y | +54.7% | +148.6% | -93.9% | -8.9% |
| All | +82.5% | +1,991.0% | -1,908.5% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling