+37.1%
XOP vs P
+469.1%
-432.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.9% |
| 7D | -14.7% | -23.8% | +9.1% | -10.2% |
| 30D | -7.7% | -36.6% | +28.9% | +0.3% |
| 3M | +4.4% | +10.9% | -6.4% | +0.3% |
| 6M | +3.5% | +30.0% | -26.5% | -5.6% |
| YTD | +39.4% | +44.4% | -5.0% | +22.6% |
| 1Y | +39.8% | +3.9% | +35.9% | +29.9% |
| 3Y | +29.7% | +176.6% | -146.9% | -12.7% |
| 5Y | +78.6% | +249.3% | -170.7% | +8.2% |
| 10Y | +51.8% | +726.9% | -675.1% | -26.8% |
| All | +37.1% | +469.1% | -432.0% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling