+163.4%
XOP vs XYL
-15.8%
+179.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +1.6% | -1.2% | +2.9% | +2.0% |
| 30D | +9.6% | -13.2% | +22.8% | +14.3% |
| 3M | +16.9% | -0.2% | +17.1% | +15.9% |
| 6M | +24.0% | -12.5% | +36.5% | +28.0% |
| YTD | +56.2% | -20.9% | +77.1% | +66.6% |
| 1Y | +51.8% | -21.6% | +73.3% | +62.1% |
| 3Y | +37.0% | +16.1% | +20.8% | +23.7% |
| 5Y | +163.4% | -15.6% | +179.0% | +172.5% |
| All | +163.4% | -15.8% | +179.2% | +172.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling