+45.3%
XOP vs FDS
+31.1%
+14.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -6.4% |
| 7D | -10.5% | +9.4% | -20.0% | -10.7% |
| 30D | -4.3% | +23.8% | -28.1% | -4.8% |
| 3M | +4.7% | +25.1% | -20.4% | +4.1% |
| 6M | -0.1% | +53.8% | -53.9% | -1.9% |
| YTD | +43.8% | +19.6% | +24.3% | +43.6% |
| 1Y | +45.3% | +31.6% | +13.6% | +45.6% |
| All | +45.3% | +31.1% | +14.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling