+47.6%
XOP vs FDS
-17.4%
+64.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.7% |
| 7D | +2.6% | -1.9% | +4.5% | +2.6% |
| 30D | +15.4% | +9.0% | +6.4% | +15.2% |
| 3M | +12.1% | +18.9% | -6.8% | +11.2% |
| 6M | +19.7% | +35.1% | -15.4% | +18.3% |
| YTD | +52.4% | +5.5% | +46.9% | +51.9% |
| 1Y | +47.6% | -16.8% | +64.4% | +48.8% |
| All | +47.6% | -17.4% | +64.9% | +48.8% |
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