+55.7%
XOP vs UMAC
+473.8%
-418.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | +2.6% | -3.4% | +6.0% | +2.7% |
| 30D | +9.6% | -15.1% | +24.7% | +9.8% |
| 3M | +20.4% | -10.8% | +31.1% | +20.2% |
| 6M | +19.9% | +15.7% | +4.2% | +18.0% |
| YTD | +56.4% | +80.1% | -23.7% | +51.7% |
| 1Y | +52.4% | +116.7% | -64.3% | +46.5% |
| All | +55.7% | +473.8% | -418.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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