+68.7%
XOP vs EXR
+2,314.9%
-2,246.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.1% |
| 7D | -8.4% | +1.7% | -10.1% | -9.1% |
| 30D | -8.4% | +18.0% | -26.4% | -14.3% |
| 3M | +0.2% | +9.7% | -9.5% | -3.7% |
| 6M | +7.2% | +13.4% | -6.2% | +1.2% |
| YTD | +40.8% | +26.3% | +14.5% | +26.4% |
| 1Y | +36.3% | +27.6% | +8.7% | +21.8% |
| 3Y | +37.2% | +52.2% | -15.0% | +11.0% |
| 5Y | +86.6% | -1.1% | +87.7% | +74.8% |
| 10Y | +44.0% | +216.8% | -172.8% | -23.1% |
| All | +68.7% | +2,314.9% | -2,246.2% | -71.9% |
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