+45.3%
XOP vs M
+36.6%
+8.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.6% | -14.0% | -5.5% |
| 7D | -10.5% | +8.3% | -18.8% | -9.6% |
| 30D | -4.3% | +14.2% | -18.5% | -3.0% |
| 3M | +4.7% | -1.1% | +5.8% | +5.4% |
| 6M | -0.1% | +36.6% | -36.7% | +2.5% |
| YTD | +43.8% | +19.8% | +24.1% | +49.6% |
| 1Y | +45.3% | +37.2% | +8.1% | +51.5% |
| All | +45.3% | +36.6% | +8.7% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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