+61.5%
XOP vs USAR
+68.6%
-7.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.5% |
| 7D | +1.0% | -4.4% | +5.4% | +0.9% |
| 30D | +10.8% | -10.4% | +21.2% | +10.7% |
| 3M | +19.5% | -18.4% | +37.8% | +19.3% |
| 6M | +21.6% | -8.8% | +30.4% | +21.7% |
| YTD | +55.8% | +43.4% | +12.5% | +56.2% |
| 1Y | +54.6% | +21.0% | +33.7% | +55.7% |
| 3Y | +36.6% | +67.7% | -31.1% | +40.2% |
| All | +61.5% | +68.6% | -7.1% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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