+45.3%
XOP vs ZYBT
-42.3%
+87.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.2% | -8.6% | -6.4% |
| 7D | -10.5% | -3.5% | -7.0% | -10.5% |
| 30D | -4.3% | +15.1% | -19.5% | -4.3% |
| 3M | +4.7% | +7.0% | -2.3% | +4.7% |
| 6M | -0.1% | +37.7% | -37.8% | -0.2% |
| YTD | +43.8% | +19.1% | +24.7% | +41.6% |
| 1Y | +45.3% | -38.3% | +83.6% | +42.8% |
| All | +45.3% | -42.3% | +87.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling