+57.9%
XOP vs Z
+25.1%
+32.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +2.6% | -3.0% | +5.6% | +3.0% |
| 30D | +15.4% | -4.2% | +19.6% | +15.9% |
| 3M | +12.1% | -3.7% | +15.8% | +11.9% |
| 6M | +19.7% | -24.5% | +44.2% | +23.9% |
| YTD | +52.4% | -49.3% | +101.7% | +68.0% |
| 1Y | +47.6% | -58.7% | +106.2% | +67.9% |
| 3Y | +34.4% | -34.1% | +68.5% | +36.0% |
| 5Y | +154.4% | -64.5% | +218.9% | +172.9% |
| 10Y | +54.7% | -0.5% | +55.2% | +13.7% |
| All | +57.9% | +25.1% | +32.8% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling