+51.8%
XOP vs VALE
+57.7%
-6.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.2% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +9.6% | +9.7% | -0.2% | +10.4% |
| 3M | +16.9% | +5.3% | +11.7% | +17.6% |
| 6M | +24.0% | +0.5% | +23.5% | +23.8% |
| YTD | +56.2% | +20.6% | +35.6% | +48.2% |
| 1Y | +51.8% | +57.6% | -5.8% | +30.1% |
| All | +51.8% | +57.7% | -6.0% | +30.1% |
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