+23.5%
XOP vs TRU
+228.6%
-205.0%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.7% |
| 7D | +0.6% | -7.2% | +7.8% | +3.2% |
| 30D | +16.5% | -2.8% | +19.3% | +17.4% |
| 3M | +15.7% | +13.0% | +2.7% | +9.2% |
| 6M | +19.2% | +0.7% | +18.5% | +15.9% |
| YTD | +55.0% | -9.0% | +63.9% | +54.9% |
| 1Y | +54.2% | -16.3% | +70.5% | +58.2% |
| 3Y | +35.9% | -1.1% | +36.9% | +22.5% |
| 5Y | +162.4% | -36.0% | +198.4% | +185.1% |
| 10Y | +50.2% | +139.9% | -89.7% | -14.2% |
| All | +23.5% | +228.6% | -205.0% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling