+754.1%
ABT vs XOP
+82.9%
+671.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.7% | +2.6% | -6.2% | -4.1% |
| 30D | +2.5% | +15.4% | -13.0% | +0.2% |
| 3M | +20.2% | +12.1% | +8.1% | +17.9% |
| 6M | -2.9% | +19.7% | -22.6% | -6.0% |
| YTD | -11.9% | +52.4% | -64.3% | -18.0% |
| 1Y | -16.5% | +47.6% | -64.1% | -22.0% |
| 3Y | +12.1% | +34.4% | -22.2% | +4.9% |
| 5Y | -7.4% | +154.4% | -161.8% | -23.8% |
| 10Y | +210.7% | +54.7% | +156.0% | +154.8% |
| All | +754.1% | +82.9% | +671.1% | +492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling