+47.6%
XOP vs VALE
+60.7%
-13.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.9% |
| 7D | +2.6% | +1.6% | +1.0% | +2.7% |
| 30D | +15.4% | +5.1% | +10.3% | +15.9% |
| 3M | +12.1% | -0.4% | +12.5% | +12.3% |
| 6M | +19.7% | -2.2% | +21.9% | +20.0% |
| YTD | +52.4% | +20.5% | +31.9% | +44.7% |
| 1Y | +47.6% | +61.2% | -13.6% | +28.7% |
| All | +47.6% | +60.7% | -13.2% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling