+39.4%
XOP vs INDA
+8.1%
+31.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.6% |
| 7D | +1.0% | -2.6% | +3.6% | +1.1% |
| 30D | +10.8% | -2.9% | +13.8% | +11.0% |
| 3M | +19.5% | +2.4% | +17.1% | +19.0% |
| 6M | +21.6% | -2.6% | +24.2% | +22.4% |
| YTD | +55.8% | -10.0% | +65.8% | +61.5% |
| 1Y | +54.6% | -7.7% | +62.3% | +58.3% |
| All | +39.4% | +8.1% | +31.3% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling