-8.3%
XOP vs USFR
+27.5%
-35.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +15.4% | +0.3% | +15.2% | +15.1% |
| 3M | +12.1% | +1.0% | +11.1% | +10.8% |
| 6M | +19.7% | +1.9% | +17.7% | +17.2% |
| YTD | +52.4% | +2.6% | +49.8% | +48.2% |
| 1Y | +47.6% | +4.0% | +43.5% | +41.4% |
| 3Y | +34.4% | +14.1% | +20.3% | +16.6% |
| 5Y | +154.4% | +20.4% | +134.0% | +107.6% |
| 10Y | +54.7% | +28.0% | +26.7% | +19.8% |
| All | -8.3% | +27.5% | -35.9% | -31.6% |
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