+85.6%
XOP vs XEL
+745.1%
-659.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +0.9% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | +16.5% | -1.5% | +18.1% | +17.3% |
| 3M | +15.7% | -0.2% | +15.9% | +15.4% |
| 6M | +19.2% | -5.4% | +24.6% | +21.4% |
| YTD | +55.0% | +5.6% | +49.3% | +48.8% |
| 1Y | +54.2% | +10.5% | +43.7% | +44.2% |
| 3Y | +35.9% | +49.2% | -13.3% | +5.0% |
| 5Y | +162.4% | +30.1% | +132.3% | +113.5% |
| 10Y | +50.2% | +146.7% | -96.5% | -32.7% |
| All | +85.6% | +745.1% | -659.6% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling