+200.5%
B vs XOP
+47.9%
+152.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | +11.3% | -10.0% | +21.4% | +12.1% |
| 30D | +2.9% | -9.1% | +12.0% | +3.6% |
| 3M | -2.9% | +5.1% | -7.9% | -3.5% |
| 6M | -1.2% | +6.4% | -7.6% | -2.1% |
| YTD | -1.3% | +39.7% | -41.0% | -5.3% |
| 1Y | +30.4% | +37.2% | -6.8% | +25.5% |
| 3Y | +195.3% | +37.6% | +157.6% | +182.7% |
| 5Y | +146.2% | +76.5% | +69.7% | +132.1% |
| 10Y | +200.5% | +42.6% | +157.8% | +184.0% |
| All | +200.5% | +47.9% | +152.6% | +184.0% |
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