+36.3%
BABA vs XOP
+25.8%
+10.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +11.6% | -14.7% | +26.4% | +14.6% |
| 30D | +2.3% | -7.7% | +10.0% | +3.3% |
| 3M | -13.7% | +4.4% | -18.1% | -15.3% |
| 6M | -21.9% | +3.5% | -25.4% | -23.5% |
| YTD | -24.6% | +39.4% | -64.1% | -34.5% |
| 1Y | -34.1% | +39.8% | -73.9% | -42.9% |
| 3Y | +36.3% | +29.7% | +6.6% | +19.8% |
| All | +36.3% | +25.8% | +10.5% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling