+170.0%
XOP vs PL
+40.9%
+129.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | +6.3% | +10.0% | -3.7% | +5.5% |
| 30D | -6.6% | -2.3% | -4.3% | -6.6% |
| 3M | +3.6% | -44.2% | +47.8% | +7.7% |
| 6M | +10.8% | -66.1% | +76.9% | +18.6% |
| YTD | +48.3% | -30.0% | +78.2% | +46.6% |
| 1Y | +42.9% | +21.0% | +21.9% | +33.3% |
| 3Y | +43.3% | +516.5% | -473.2% | +2.9% |
| 5Y | +94.0% | +32.0% | +61.9% | +55.2% |
| All | +170.0% | +40.9% | +129.0% | +117.7% |
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