+92.7%
XOP vs P
+279.3%
-186.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | +6.3% | +11.6% | -5.3% | +4.9% |
| 30D | -6.6% | -23.7% | +17.1% | -3.9% |
| 3M | +3.6% | -8.0% | +11.5% | +3.7% |
| 6M | +10.8% | +27.9% | -17.1% | +5.3% |
| YTD | +48.3% | +61.2% | -12.9% | +35.3% |
| 1Y | +42.9% | +28.6% | +14.3% | +33.1% |
| 3Y | +43.3% | +200.5% | -157.2% | +6.8% |
| All | +92.7% | +279.3% | -186.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling