+51.8%
XOP vs XYL
-21.7%
+73.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | +1.6% | -1.2% | +2.9% | +1.4% |
| 30D | +9.6% | -13.2% | +22.8% | +7.1% |
| 3M | +16.9% | -0.2% | +17.1% | +16.3% |
| 6M | +24.0% | -12.5% | +36.5% | +23.0% |
| YTD | +56.2% | -20.9% | +77.1% | +55.8% |
| 1Y | +51.8% | -21.6% | +73.3% | +56.6% |
| All | +51.8% | -21.7% | +73.4% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling