+163.4%
XOP vs INDA
+4.5%
+158.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +1.6% | -3.6% | +5.3% | +3.0% |
| 30D | +9.6% | -4.0% | +13.5% | +11.2% |
| 3M | +16.9% | +1.7% | +15.2% | +15.6% |
| 6M | +24.0% | -3.6% | +27.7% | +25.0% |
| YTD | +56.2% | -11.0% | +67.2% | +64.6% |
| 1Y | +51.8% | -9.5% | +61.3% | +58.0% |
| 3Y | +37.0% | +7.6% | +29.3% | +23.5% |
| 5Y | +163.4% | +4.8% | +158.6% | +146.5% |
| All | +163.4% | +4.5% | +158.9% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling