+39.9%
XOP vs TEVA
+280.8%
-240.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | +2.6% | +2.0% | +0.6% | +2.5% |
| 30D | +9.6% | +1.0% | +8.6% | +9.5% |
| 3M | +20.4% | +7.3% | +13.0% | +19.8% |
| 6M | +19.9% | +21.7% | -1.8% | +18.1% |
| YTD | +56.4% | +18.8% | +37.6% | +54.1% |
| 1Y | +52.4% | +86.5% | -34.0% | +43.7% |
| 3Y | +39.9% | +269.4% | -229.5% | +20.2% |
| All | +39.9% | +280.8% | -240.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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