+62.5%
XOP vs VRSK
+586.4%
-523.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.6% | -5.2% | +7.8% | +4.7% |
| 30D | +9.6% | -2.3% | +11.9% | +10.3% |
| 3M | +20.4% | -2.9% | +23.3% | +20.2% |
| 6M | +19.9% | -12.8% | +32.7% | +24.5% |
| YTD | +56.4% | -20.8% | +77.2% | +68.0% |
| 1Y | +52.4% | -33.2% | +85.7% | +75.6% |
| 3Y | +39.9% | -26.6% | +66.5% | +49.8% |
| 5Y | +163.7% | -11.3% | +175.1% | +149.5% |
| 10Y | +56.8% | +126.1% | -69.3% | -11.9% |
| All | +62.5% | +586.4% | -523.9% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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