-14.0%
ABT vs XOP
+42.7%
-56.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.3% |
| 7D | -1.3% | +6.3% | -7.6% | -0.6% |
| 30D | +6.0% | -6.6% | +12.6% | +5.4% |
| 3M | -1.9% | +3.6% | -5.4% | -1.8% |
| 6M | +31.2% | +10.8% | +20.4% | +31.8% |
| YTD | -11.2% | +48.3% | -59.5% | -13.2% |
| 1Y | -14.0% | +42.9% | -56.9% | -15.0% |
| All | -14.0% | +42.7% | -56.7% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling