+391.7%
APP vs XOP
+168.8%
+222.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.5% |
| 7D | +0.9% | +2.6% | -1.7% | -0.1% |
| 30D | -23.3% | +15.4% | -38.7% | -27.5% |
| 3M | -42.6% | +12.1% | -54.7% | -45.6% |
| 6M | -33.6% | +19.7% | -53.3% | -39.4% |
| YTD | -52.4% | +52.4% | -104.8% | -61.1% |
| 1Y | -35.9% | +47.6% | -83.4% | -47.1% |
| 3Y | +642.2% | +34.4% | +607.8% | +526.7% |
| 5Y | +311.1% | +154.4% | +156.7% | +191.8% |
| All | +391.7% | +168.8% | +222.9% | +215.2% |
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 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