+156.4%
XOP vs PL
+45.6%
+110.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -8.4% | +5.6% | -14.0% | -8.8% |
| 30D | -8.4% | -16.9% | +8.6% | -7.3% |
| 3M | +0.2% | -38.2% | +38.4% | +3.4% |
| 6M | +7.2% | -63.4% | +70.7% | +14.1% |
| YTD | +40.8% | -27.6% | +68.5% | +38.9% |
| 1Y | +36.3% | +6.6% | +29.7% | +28.7% |
| 3Y | +37.2% | +557.6% | -520.4% | -2.2% |
| 5Y | +86.6% | +39.5% | +47.1% | +47.2% |
| All | +156.4% | +45.6% | +110.8% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling