+36.7%
XOP vs QSR
+206.0%
-169.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | +1.0% | -2.4% | +3.3% | +1.9% |
| 30D | +10.8% | +5.7% | +5.1% | +8.0% |
| 3M | +19.5% | +6.9% | +12.5% | +15.3% |
| 6M | +21.6% | +6.9% | +14.7% | +16.7% |
| YTD | +55.8% | +14.9% | +40.9% | +44.5% |
| 1Y | +54.6% | +29.1% | +25.5% | +35.4% |
| 3Y | +36.6% | +26.1% | +10.5% | +17.7% |
| 5Y | +160.6% | +42.3% | +118.3% | +107.7% |
| 10Y | +56.2% | +134.0% | -77.7% | -5.2% |
| All | +36.7% | +206.0% | -169.2% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling