+153.3%
XOP vs TRU
-35.6%
+188.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.1% |
| 7D | +2.6% | -2.7% | +5.4% | +3.2% |
| 30D | +9.6% | -2.0% | +11.6% | +9.9% |
| 3M | +20.4% | +18.4% | +1.9% | +15.3% |
| 6M | +19.9% | +8.9% | +11.0% | +16.0% |
| YTD | +56.4% | -8.9% | +65.3% | +57.2% |
| 1Y | +52.4% | -15.9% | +68.3% | +55.9% |
| 3Y | +39.9% | -1.1% | +41.0% | +34.5% |
| All | +153.3% | -35.6% | +188.9% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling