+44.0%
XOP vs Z
-19.5%
+63.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.6% |
| 7D | -8.4% | -6.5% | -1.9% | -7.7% |
| 30D | -8.4% | -0.1% | -8.3% | -9.0% |
| 3M | +0.2% | -14.1% | +14.3% | +1.5% |
| 6M | +7.2% | -30.1% | +37.3% | +11.7% |
| YTD | +40.8% | -57.5% | +98.3% | +57.9% |
| 1Y | +36.3% | -60.3% | +96.6% | +54.5% |
| 3Y | +37.2% | -21.0% | +58.2% | +32.8% |
| 5Y | +86.6% | -54.9% | +141.5% | +90.7% |
| 10Y | +44.0% | -16.0% | +60.1% | +10.1% |
| All | +44.0% | -19.5% | +63.5% | +10.1% |
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