-59.0%
ZTS vs XOP
+35.8%
-94.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -3.8% | +1.0% | -4.7% | -3.9% |
| 30D | -2.0% | +10.8% | -12.9% | -3.5% |
| 3M | -10.2% | +19.5% | -29.6% | -12.5% |
| 6M | -39.4% | +21.6% | -61.0% | -41.4% |
| YTD | -40.8% | +55.8% | -96.7% | -45.5% |
| 1Y | -50.1% | +54.6% | -104.8% | -54.1% |
| All | -59.0% | +35.8% | -94.7% | -63.2% |
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