+35.9%
XOP vs IR
+8.4%
+27.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +16.5% | -13.6% | +30.1% | +20.6% |
| 3M | +15.7% | +3.7% | +12.0% | +13.3% |
| 6M | +19.2% | -13.1% | +32.3% | +22.5% |
| YTD | +55.0% | -5.1% | +60.1% | +52.6% |
| 1Y | +54.2% | -6.5% | +60.6% | +52.2% |
| 3Y | +35.9% | +8.5% | +27.4% | +26.4% |
| All | +35.9% | +8.4% | +27.5% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling