-10.8%
XOP vs USFR
+28.6%
-39.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +6.3% | +0.1% | +6.3% | +6.3% |
| 30D | -6.6% | +0.4% | -7.0% | -7.0% |
| 3M | +3.6% | +1.1% | +2.5% | +2.4% |
| 6M | +10.8% | +2.0% | +8.7% | +8.3% |
| YTD | +48.3% | +3.5% | +44.8% | +42.8% |
| 1Y | +42.9% | +4.1% | +38.8% | +36.8% |
| 3Y | +43.3% | +14.4% | +28.9% | +24.0% |
| 5Y | +94.0% | +21.4% | +72.5% | +56.8% |
| 10Y | +53.7% | +28.6% | +25.2% | +18.3% |
| All | -10.8% | +28.6% | -39.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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