+50.9%
XOP vs USFD
+353.0%
-302.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -8.4% | +8.4% | -16.7% | -11.6% |
| 30D | -8.4% | +12.7% | -21.1% | -13.2% |
| 3M | +0.2% | +1.1% | -1.0% | -1.2% |
| 6M | +7.2% | +30.2% | -22.9% | -5.4% |
| YTD | +40.8% | +45.8% | -5.0% | +16.3% |
| 1Y | +36.3% | +51.9% | -15.7% | +10.3% |
| 3Y | +37.2% | +158.5% | -121.3% | -13.2% |
| 5Y | +86.6% | +208.0% | -121.4% | +5.2% |
| 10Y | +44.0% | +376.6% | -332.5% | -31.2% |
| All | +50.9% | +353.0% | -302.1% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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