+42.9%
XOP vs PL
+12.6%
+30.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +0.9% |
| 7D | +6.3% | +10.0% | -3.7% | +6.3% |
| 30D | -6.6% | -2.3% | -4.3% | -6.7% |
| 3M | +3.6% | -44.2% | +47.8% | +3.5% |
| 6M | +10.8% | -66.1% | +76.9% | +10.9% |
| YTD | +48.3% | -30.0% | +78.2% | +48.7% |
| 1Y | +42.9% | +21.0% | +21.9% | +46.6% |
| All | +42.9% | +12.6% | +30.4% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling