+82.5%
XOP vs FDS
+721.8%
-639.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.9% |
| 7D | +2.6% | -1.9% | +4.5% | +3.4% |
| 30D | +15.4% | +9.0% | +6.4% | +10.1% |
| 3M | +12.1% | +18.9% | -6.8% | +0.4% |
| 6M | +19.7% | +35.1% | -15.4% | -1.8% |
| YTD | +52.4% | +5.5% | +46.9% | +40.2% |
| 1Y | +47.6% | -16.8% | +64.4% | +52.2% |
| 3Y | +34.4% | -28.1% | +62.4% | +46.7% |
| 5Y | +154.4% | -17.4% | +171.8% | +147.9% |
| 10Y | +54.7% | +85.4% | -30.8% | -13.8% |
| All | +82.5% | +721.8% | -639.3% | -60.3% |
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