-39.9%
BABA vs XOP
+93.1%
-133.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.6% | -8.7% | -7.5% |
| 7D | -12.7% | +5.2% | -17.9% | -13.8% |
| 30D | -14.9% | -8.4% | -6.5% | -13.3% |
| 3M | -24.6% | +2.9% | -27.6% | -25.8% |
| 6M | -29.3% | +8.8% | -38.2% | -31.8% |
| YTD | -35.0% | +46.9% | -81.9% | -43.9% |
| 1Y | -39.7% | +41.5% | -81.2% | -47.3% |
| 3Y | +21.2% | +43.1% | -21.9% | +3.5% |
| 5Y | -39.9% | +92.2% | -132.1% | -54.6% |
| All | -39.9% | +93.1% | -133.0% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling