+85.6%
XOP vs ZBRA
+936.9%
-851.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.9% |
| 7D | +0.6% | +2.6% | -2.0% | -0.6% |
| 30D | +16.5% | -6.4% | +22.9% | +19.7% |
| 3M | +15.7% | +51.3% | -35.6% | -7.9% |
| 6M | +19.2% | +60.5% | -41.3% | -9.2% |
| YTD | +55.0% | +45.2% | +9.8% | +21.8% |
| 1Y | +54.2% | +12.3% | +41.8% | +35.6% |
| 3Y | +35.9% | +37.5% | -1.6% | +1.4% |
| 5Y | +162.4% | -39.2% | +201.6% | +177.9% |
| 10Y | +50.2% | +417.0% | -366.8% | -55.2% |
| All | +85.6% | +936.9% | -851.3% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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