+27.0%
XOP vs XYL
+449.8%
-422.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.3% |
| 7D | +2.6% | -5.0% | +7.6% | +5.6% |
| 30D | +15.4% | -13.2% | +28.7% | +25.1% |
| 3M | +12.1% | -3.7% | +15.8% | +13.0% |
| 6M | +19.7% | -17.7% | +37.4% | +31.2% |
| YTD | +52.4% | -21.5% | +73.9% | +70.7% |
| 1Y | +47.6% | -24.5% | +72.0% | +68.7% |
| 3Y | +34.4% | +6.9% | +27.4% | +19.3% |
| 5Y | +154.4% | -18.1% | +172.5% | +160.7% |
| 10Y | +54.7% | +134.7% | -80.0% | -24.9% |
| All | +27.0% | +449.8% | -422.8% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling