+28.2%
BABA vs XOP
-19.0%
+47.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -4.8% | +2.6% | -7.3% | -5.3% |
| 30D | -11.9% | +15.4% | -27.3% | -14.7% |
| 3M | -9.3% | +12.1% | -21.3% | -11.7% |
| 6M | -14.2% | +19.7% | -33.9% | -18.4% |
| YTD | -22.0% | +52.4% | -74.4% | -30.0% |
| 1Y | -12.7% | +47.6% | -60.3% | -21.1% |
| 3Y | +26.7% | +34.4% | -7.7% | +15.6% |
| 5Y | -29.3% | +154.4% | -183.7% | -44.4% |
| 10Y | +21.2% | +54.7% | -33.4% | -1.0% |
| All | +28.2% | -19.0% | +47.1% | +17.0% |
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