+149.7%
XOP vs FRSH
-72.4%
+222.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +1.0% | -9.6% | +10.5% | +2.1% |
| 30D | +10.8% | -0.4% | +11.3% | +10.7% |
| 3M | +19.5% | +27.2% | -7.7% | +15.5% |
| 6M | +21.6% | +42.2% | -20.6% | +15.6% |
| YTD | +55.8% | -2.6% | +58.4% | +54.4% |
| 1Y | +54.6% | -10.2% | +64.8% | +54.7% |
| 3Y | +36.6% | -45.5% | +82.2% | +41.8% |
| All | +149.7% | -72.4% | +222.1% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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