+56.2%
XOP vs Z
-5.7%
+61.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +1.0% | -7.1% | +8.0% | +2.1% |
| 30D | +10.8% | -4.8% | +15.6% | +11.4% |
| 3M | +19.5% | -9.3% | +28.8% | +20.4% |
| 6M | +21.6% | -29.0% | +50.6% | +26.9% |
| YTD | +55.8% | -52.9% | +108.7% | +73.4% |
| 1Y | +54.6% | -63.1% | +117.8% | +79.0% |
| 3Y | +36.6% | -36.9% | +73.5% | +39.1% |
| 5Y | +160.6% | -65.5% | +226.1% | +179.8% |
| 10Y | +56.2% | -3.9% | +60.1% | +18.0% |
| All | +56.2% | -5.7% | +61.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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