+51.7%
XOP vs XYL
+100.4%
-48.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.8% |
| 7D | +6.3% | -3.7% | +10.1% | +8.4% |
| 30D | -6.6% | -8.3% | +1.7% | -3.7% |
| 3M | +3.6% | -21.4% | +25.0% | +15.7% |
| 6M | +10.8% | -12.9% | +23.7% | +15.4% |
| YTD | +48.3% | -30.1% | +78.3% | +72.6% |
| 1Y | +42.9% | -35.2% | +78.1% | +74.0% |
| 3Y | +43.3% | -0.8% | +44.1% | +30.0% |
| 5Y | +94.0% | -23.2% | +117.2% | +103.1% |
| All | +51.7% | +100.4% | -48.8% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling