+167.5%
XOP vs PL
+41.8%
+125.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.9% |
| 7D | +5.2% | +22.3% | -17.1% | +3.5% |
| 30D | -8.4% | -8.3% | -0.1% | -8.0% |
| 3M | +2.9% | -43.3% | +46.2% | +6.9% |
| 6M | +8.8% | -65.8% | +74.7% | +16.4% |
| YTD | +46.9% | -29.5% | +76.4% | +45.2% |
| 1Y | +41.5% | +11.7% | +29.8% | +33.0% |
| 3Y | +43.1% | +540.6% | -497.4% | +2.3% |
| 5Y | +92.2% | +32.9% | +59.3% | +53.7% |
| All | +167.5% | +41.8% | +125.7% | +115.7% |
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