+14,115.6%
AMZN vs XOP
+82.9%
+14,032.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | -3.0% | +2.6% | -5.5% | -3.7% |
| 30D | -5.2% | +15.4% | -20.6% | -9.2% |
| 3M | +1.9% | +12.1% | -10.2% | -1.9% |
| 6M | +19.2% | +19.7% | -0.5% | +11.7% |
| YTD | +12.0% | +52.4% | -40.4% | -2.8% |
| 1Y | +9.7% | +47.6% | -37.9% | -4.1% |
| 3Y | +87.2% | +34.4% | +52.8% | +66.1% |
| 5Y | +48.7% | +154.4% | -105.7% | +5.7% |
| 10Y | +569.3% | +54.7% | +514.7% | +391.2% |
| All | +14,115.6% | +82.9% | +14,032.6% | +7,796.7% |
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