+67.3%
XOP vs FDS
+789.2%
-721.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -10.0% | -5.0% | -5.1% | -8.0% |
| 30D | -9.1% | +13.8% | -22.8% | -15.2% |
| 3M | +5.1% | +14.8% | -9.8% | -3.6% |
| 6M | +6.4% | +47.4% | -41.0% | -16.5% |
| YTD | +39.7% | +14.2% | +25.6% | +21.9% |
| 1Y | +37.2% | +26.6% | +10.6% | +12.5% |
| 3Y | +37.6% | -24.4% | +62.1% | +45.3% |
| 5Y | +76.5% | -22.6% | +99.1% | +78.4% |
| 10Y | +42.6% | +130.0% | -87.3% | -30.8% |
| All | +67.3% | +789.2% | -721.8% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling