+39.7%
XOP vs JAAA
+18.9%
+20.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | +0.1% | +1.6% | +1.2% |
| 30D | +9.6% | +0.4% | +9.2% | +7.1% |
| 3M | +16.9% | +1.2% | +15.7% | +9.6% |
| 6M | +24.0% | +2.7% | +21.4% | +7.4% |
| YTD | +56.2% | +3.2% | +53.0% | +31.0% |
| 1Y | +51.8% | +4.8% | +47.0% | +15.4% |
| All | +39.7% | +18.9% | +20.8% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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