+52.4%
XOP vs QSR
+28.6%
+23.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +2.6% | -4.0% | +6.6% | +2.7% |
| 30D | +9.6% | +2.8% | +6.8% | +9.4% |
| 3M | +20.4% | +5.1% | +15.3% | +19.9% |
| 6M | +19.9% | +8.8% | +11.1% | +19.0% |
| YTD | +56.4% | +14.8% | +41.6% | +53.9% |
| 1Y | +52.4% | +25.7% | +26.7% | +49.1% |
| All | +52.4% | +28.6% | +23.8% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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