+62.7%
XOP vs IR
+288.5%
-225.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.6% |
| 7D | +2.6% | -2.8% | +5.4% | +4.1% |
| 30D | +15.4% | -15.1% | +30.6% | +26.3% |
| 3M | +12.1% | +6.1% | +6.0% | +6.2% |
| 6M | +19.7% | -16.8% | +36.5% | +28.0% |
| YTD | +52.4% | -3.5% | +55.9% | +47.5% |
| 1Y | +47.6% | -3.5% | +51.0% | +41.6% |
| 3Y | +34.4% | +9.5% | +24.9% | +13.2% |
| 5Y | +154.4% | +45.1% | +109.3% | +71.2% |
| All | +62.7% | +288.5% | -225.8% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling