+75.8%
XOP vs PL
+20.8%
+55.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.4% | -10.6% | -1.0% |
| 7D | -14.7% | -6.8% | -7.9% | -14.3% |
| 30D | -7.7% | -29.3% | +21.6% | -5.5% |
| 3M | +4.4% | -44.8% | +49.2% | +8.7% |
| 6M | +3.5% | -68.4% | +71.9% | +11.4% |
| YTD | +39.4% | -36.4% | +75.8% | +39.0% |
| 1Y | +39.8% | +0.7% | +39.1% | +32.4% |
| 3Y | +29.7% | +455.3% | -425.7% | -6.1% |
| All | +75.8% | +20.8% | +55.0% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling