+31.1%
BABA vs XOP
+40.2%
-9.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | -3.6% | +0.5% | -4.1% | -3.7% |
| 30D | -8.4% | -7.3% | -1.1% | -7.4% |
| 3M | -20.6% | +1.4% | -22.0% | -21.4% |
| 6M | -25.4% | +7.8% | -33.1% | -27.4% |
| YTD | -30.1% | +44.5% | -74.6% | -39.7% |
| 1Y | -36.3% | +37.0% | -73.3% | -44.0% |
| All | +31.1% | +40.2% | -9.1% | +11.1% |
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