+87.1%
XOP vs PAYX
+481.4%
-394.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | +1.6% | -7.9% | +9.5% | +7.2% |
| 30D | +9.6% | -5.0% | +14.6% | +12.9% |
| 3M | +16.9% | +15.1% | +1.8% | +4.7% |
| 6M | +24.0% | +23.9% | +0.1% | +4.6% |
| YTD | +56.2% | +6.2% | +50.0% | +45.3% |
| 1Y | +51.8% | -9.6% | +61.4% | +57.2% |
| 3Y | +37.0% | +5.8% | +31.1% | +22.3% |
| 5Y | +163.4% | +22.0% | +141.4% | +105.5% |
| 10Y | +56.6% | +165.1% | -108.5% | -35.7% |
| All | +87.1% | +481.4% | -394.3% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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