+76.5%
XOP vs Z
-55.0%
+131.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.2% |
| 7D | -10.0% | -5.2% | -4.9% | -9.6% |
| 30D | -9.1% | +5.7% | -14.8% | -10.0% |
| 3M | +5.1% | -8.7% | +13.8% | +5.4% |
| 6M | +6.4% | -26.0% | +32.4% | +9.3% |
| YTD | +39.7% | -55.0% | +94.8% | +53.1% |
| 1Y | +37.2% | -58.0% | +95.2% | +51.8% |
| 3Y | +37.6% | -15.2% | +52.8% | +32.2% |
| 5Y | +76.5% | -53.8% | +130.3% | +75.4% |
| All | +76.5% | -55.0% | +131.5% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling