+85.6%
XOP vs ZBH
+72.6%
+13.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +4.0% |
| 7D | +0.6% | -5.2% | +5.8% | +3.7% |
| 30D | +16.5% | -2.4% | +18.9% | +17.9% |
| 3M | +15.7% | +8.3% | +7.5% | +8.9% |
| 6M | +19.2% | +0.7% | +18.5% | +15.4% |
| YTD | +55.0% | +5.3% | +49.6% | +45.3% |
| 1Y | +54.2% | -9.1% | +63.3% | +55.6% |
| 3Y | +35.9% | -19.7% | +55.6% | +42.4% |
| 5Y | +162.4% | -31.3% | +193.7% | +194.0% |
| 10Y | +50.2% | -18.9% | +69.1% | +46.0% |
| All | +85.6% | +72.6% | +13.0% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling