+528.8%
APP vs XOP
+146.4%
+382.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.7% |
| 7D | +79.2% | -10.0% | +89.2% | +84.4% |
| 30D | +48.0% | -9.1% | +57.1% | +51.3% |
| 3M | +18.2% | +5.1% | +13.1% | +14.0% |
| 6M | -12.5% | +6.4% | -18.9% | -17.1% |
| YTD | -39.2% | +39.7% | -78.9% | -49.4% |
| 1Y | -33.9% | +37.2% | -71.1% | -44.7% |
| 3Y | +933.3% | +37.6% | +895.6% | +756.1% |
| 5Y | +295.9% | +76.5% | +219.4% | +201.8% |
| All | +528.8% | +146.4% | +382.4% | +309.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling