-10.6%
BITO vs XOP
+108.9%
-119.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | +2.6% | -6.1% | -4.4% |
| 30D | +21.4% | +9.6% | +11.8% | +17.4% |
| 3M | +20.5% | +20.4% | +0.1% | +11.9% |
| 6M | +7.4% | +19.9% | -12.5% | -1.4% |
| YTD | -13.9% | +56.4% | -70.3% | -29.2% |
| 1Y | -35.1% | +52.4% | -87.5% | -46.3% |
| 3Y | +156.8% | +39.9% | +116.9% | +115.6% |
| All | -10.6% | +108.9% | -119.5% | -37.5% |
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 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