+44.8%
XOP vs Z
+10.9%
+33.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.4% |
| 7D | -10.0% | -5.2% | -4.9% | -9.5% |
| 30D | -9.1% | +5.7% | -14.8% | -10.5% |
| 3M | +5.1% | -8.7% | +13.8% | +5.5% |
| 6M | +6.4% | -26.0% | +32.4% | +10.0% |
| YTD | +39.7% | -55.0% | +94.8% | +55.7% |
| 1Y | +37.2% | -58.0% | +95.2% | +54.6% |
| 3Y | +37.6% | -15.2% | +52.8% | +31.7% |
| 5Y | +76.5% | -53.8% | +130.3% | +80.1% |
| 10Y | +42.6% | -14.5% | +57.2% | +6.9% |
| All | +44.8% | +10.9% | +33.9% | +1.9% |
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