+122.4%
XOP vs S
-56.8%
+179.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +2.6% | -7.7% | +10.3% | +3.2% |
| 30D | +15.4% | -5.3% | +20.8% | +15.8% |
| 3M | +12.1% | +20.3% | -8.2% | +9.8% |
| 6M | +19.7% | +47.4% | -27.7% | +14.8% |
| YTD | +52.4% | +32.5% | +19.9% | +47.3% |
| 1Y | +47.6% | +9.5% | +38.0% | +44.8% |
| 3Y | +34.4% | +15.5% | +18.8% | +28.4% |
| 5Y | +154.4% | -71.2% | +225.6% | +155.0% |
| All | +122.4% | -56.8% | +179.2% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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