+39.7%
XOP vs XEL
+46.3%
-6.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | +1.6% | -1.2% | +2.9% | +1.8% |
| 30D | +9.6% | -2.9% | +12.5% | +10.0% |
| 3M | +16.9% | -2.7% | +19.6% | +17.2% |
| 6M | +24.0% | -6.5% | +30.6% | +24.9% |
| YTD | +56.2% | +3.6% | +52.6% | +54.2% |
| 1Y | +51.8% | +7.5% | +44.3% | +48.8% |
| All | +39.7% | +46.3% | -6.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling