+51.7%
XOP vs UL
+109.3%
-57.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.7% |
| 7D | +6.3% | +1.1% | +5.2% | +6.1% |
| 30D | -6.6% | +4.5% | -11.1% | -7.7% |
| 3M | +3.6% | +6.5% | -2.9% | +1.7% |
| 6M | +10.8% | +18.2% | -7.4% | +5.4% |
| YTD | +48.3% | +4.7% | +43.6% | +45.2% |
| 1Y | +42.9% | +0.8% | +42.2% | +41.4% |
| 3Y | +43.3% | +35.9% | +7.4% | +25.9% |
| 5Y | +94.0% | +33.4% | +60.6% | +68.5% |
| All | +51.7% | +109.3% | -57.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling