+234.1%
ABT vs XOP
+53.9%
+180.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -1.3% | +6.3% | -7.6% | -2.0% |
| 30D | +6.0% | -6.6% | +12.6% | +6.7% |
| 3M | -1.9% | +3.6% | -5.4% | -2.5% |
| 6M | +31.2% | +10.8% | +20.4% | +29.1% |
| YTD | -11.2% | +48.3% | -59.5% | -16.0% |
| 1Y | -14.0% | +42.9% | -56.9% | -18.3% |
| 3Y | +20.7% | +43.3% | -22.6% | +13.3% |
| 5Y | -6.7% | +94.0% | -100.6% | -17.2% |
| All | +234.1% | +53.9% | +180.3% | +181.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling