+66.4%
XOP vs IR
+274.4%
-208.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.7% |
| 7D | +1.0% | -1.9% | +2.9% | +2.0% |
| 30D | +10.8% | -15.0% | +25.9% | +21.2% |
| 3M | +19.5% | -0.4% | +19.9% | +17.4% |
| 6M | +21.6% | -15.0% | +36.6% | +28.2% |
| YTD | +55.8% | -7.1% | +62.9% | +53.9% |
| 1Y | +54.6% | -7.5% | +62.2% | +52.1% |
| 3Y | +36.6% | +6.3% | +30.3% | +17.0% |
| 5Y | +160.6% | +37.3% | +123.3% | +81.4% |
| All | +66.4% | +274.4% | -208.0% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling