+72.6%
XYZ vs XOP
+25.8%
+46.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +12.1% | -14.7% | +26.9% | +16.9% |
| 30D | +12.4% | -7.7% | +20.1% | +13.9% |
| 3M | +8.2% | +4.4% | +3.7% | +4.6% |
| 6M | +20.7% | +3.5% | +17.1% | +16.1% |
| YTD | +31.3% | +39.4% | -8.1% | +5.7% |
| 1Y | +20.5% | +39.8% | -19.3% | -3.7% |
| 3Y | +72.6% | +29.7% | +43.0% | +42.7% |
| All | +72.6% | +25.8% | +46.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 3y: compounded portfolio wealth divided by compounded XOP 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…
3y analysis · Full analysis span regression · 6 months rolling