+314.1%
XOP vs GRAB
-74.4%
+388.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.0% | +1.0% |
| 7D | +1.0% | -13.9% | +14.8% | +2.0% |
| 30D | +10.8% | -17.2% | +28.0% | +12.3% |
| 3M | +19.5% | -7.9% | +27.3% | +19.8% |
| 6M | +21.6% | -23.2% | +44.8% | +23.5% |
| YTD | +55.8% | -39.1% | +94.9% | +61.3% |
| 1Y | +54.6% | -42.5% | +97.2% | +60.6% |
| 3Y | +36.6% | -18.3% | +54.9% | +36.5% |
| 5Y | +160.6% | -71.7% | +232.4% | +163.1% |
| All | +314.1% | -74.4% | +388.5% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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