+45.3%
XOP vs IR
+11.7%
+33.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -5.9% | -6.5% |
| 7D | -10.5% | +11.6% | -22.1% | -8.8% |
| 30D | -4.3% | +7.2% | -11.5% | -3.1% |
| 3M | +4.7% | -5.9% | +10.6% | +3.7% |
| 6M | -0.1% | +11.5% | -11.5% | +2.5% |
| YTD | +43.8% | +6.3% | +37.5% | +47.6% |
| 1Y | +45.3% | +9.1% | +36.2% | +49.8% |
| All | +45.3% | +11.7% | +33.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling