-9.4%
ABT vs XOP
+165.6%
-175.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -4.7% | +1.0% | -5.7% | -4.8% |
| 30D | -3.1% | +10.8% | -14.0% | -3.8% |
| 3M | +16.1% | +19.5% | -3.3% | +14.6% |
| 6M | -5.3% | +21.6% | -26.9% | -6.9% |
| YTD | -14.4% | +55.8% | -70.3% | -17.7% |
| 1Y | -18.4% | +54.6% | -73.1% | -21.5% |
| 3Y | +11.2% | +36.6% | -25.4% | +7.2% |
| 5Y | -9.4% | +160.6% | -170.0% | -12.2% |
| All | -9.4% | +165.6% | -175.0% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling