+38.4%
XOP vs Q
+77.9%
-39.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.7% | +0.6% |
| 7D | -10.0% | +8.4% | -18.5% | -9.6% |
| 30D | -9.1% | -1.2% | -7.9% | -9.1% |
| 3M | +5.1% | -9.3% | +14.4% | +4.6% |
| 6M | +6.4% | -15.0% | +21.4% | +6.1% |
| YTD | +39.7% | +53.5% | -13.8% | +40.4% |
| 1Y | +37.2% | +35.9% | +1.4% | +40.0% |
| All | +38.4% | +77.9% | -39.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling