+123.4%
B vs XOP
+82.9%
+40.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.0% |
| 7D | -1.6% | +2.6% | -4.2% | -2.3% |
| 30D | +9.4% | +15.4% | -6.0% | +5.0% |
| 3M | +5.0% | +12.1% | -7.1% | +1.2% |
| 6M | -3.5% | +19.7% | -23.2% | -9.8% |
| YTD | +4.5% | +52.4% | -47.9% | -8.9% |
| 1Y | +67.8% | +47.6% | +20.2% | +47.4% |
| 3Y | +196.7% | +34.4% | +162.3% | +163.5% |
| 5Y | +151.9% | +154.4% | -2.5% | +78.8% |
| 10Y | +202.2% | +54.7% | +147.5% | +115.6% |
| All | +123.4% | +82.9% | +40.4% | +6.4% |
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