+61.4%
AMAT vs XOP
+45.9%
+15.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -4.7% |
| 7D | -11.2% | -10.5% | -0.7% | -13.5% |
| 30D | -31.9% | -4.3% | -27.5% | -32.3% |
| 3M | -32.3% | +4.7% | -37.0% | -30.7% |
| 6M | -5.4% | -0.1% | -5.3% | -4.2% |
| YTD | +44.3% | +43.8% | +0.4% | +57.0% |
| 1Y | +61.4% | +45.3% | +16.1% | +79.5% |
| All | +61.4% | +45.9% | +15.5% | +79.5% |
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