+82.5%
XOP vs M
+22.6%
+59.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.7% |
| 7D | +2.6% | +4.7% | -2.2% | +1.1% |
| 30D | +15.4% | -9.6% | +25.1% | +19.0% |
| 3M | +12.1% | +0.9% | +11.2% | +10.6% |
| 6M | +19.7% | +22.3% | -2.6% | +10.0% |
| YTD | +52.4% | +6.5% | +45.9% | +45.4% |
| 1Y | +47.6% | +38.8% | +8.8% | +28.1% |
| 3Y | +34.4% | +115.9% | -81.5% | -7.7% |
| 5Y | +154.4% | +28.6% | +125.8% | +87.2% |
| 10Y | +54.7% | -2.5% | +57.2% | +0.4% |
| All | +82.5% | +22.6% | +59.9% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling