+55.0%
XOP vs ZBH
-16.2%
+71.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +2.6% | -4.7% | +7.3% | +5.0% |
| 30D | +9.6% | -4.5% | +14.1% | +11.9% |
| 3M | +20.4% | +7.6% | +12.8% | +14.6% |
| 6M | +19.9% | +0.3% | +19.6% | +16.9% |
| YTD | +56.4% | +4.5% | +51.9% | +48.5% |
| 1Y | +52.4% | -9.4% | +61.8% | +54.5% |
| 3Y | +39.9% | -21.5% | +61.4% | +49.1% |
| 5Y | +163.7% | -28.4% | +192.1% | +188.3% |
| All | +55.0% | -16.2% | +71.2% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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