+35.2%
XOP vs Z
-32.8%
+68.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +2.6% | -3.0% | +5.6% | +2.8% |
| 30D | +15.4% | -4.2% | +19.6% | +15.7% |
| 3M | +12.1% | -3.7% | +15.8% | +12.2% |
| 6M | +19.7% | -24.5% | +44.2% | +22.2% |
| YTD | +52.4% | -49.3% | +101.7% | +62.4% |
| 1Y | +47.6% | -58.7% | +106.2% | +61.1% |
| All | +35.2% | -32.8% | +68.0% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling