+15.8%
BABA vs XOP
+47.9%
-32.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +3.8% | -10.0% | +13.9% | +6.1% |
| 30D | -5.4% | -9.1% | +3.7% | -3.7% |
| 3M | -17.9% | +5.1% | -23.0% | -19.3% |
| 6M | -24.1% | +6.4% | -30.5% | -25.8% |
| YTD | -27.4% | +39.7% | -67.2% | -34.1% |
| 1Y | -36.1% | +37.2% | -73.3% | -41.7% |
| 3Y | +35.4% | +37.6% | -2.3% | +22.1% |
| 5Y | -30.1% | +76.5% | -106.6% | -41.1% |
| 10Y | +15.8% | +42.6% | -26.8% | +1.5% |
| All | +15.8% | +47.9% | -32.1% | +1.5% |
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