-9.4%
BITO vs XOP
+108.1%
-117.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.1% | +1.0% | +0.1% | +0.7% |
| 30D | +21.8% | +10.8% | +10.9% | +17.2% |
| 3M | +25.0% | +19.5% | +5.6% | +16.3% |
| 6M | +11.3% | +21.6% | -10.2% | +1.6% |
| YTD | -12.7% | +55.8% | -68.5% | -28.1% |
| 1Y | -32.3% | +54.6% | -86.9% | -44.3% |
| 3Y | +150.3% | +36.6% | +113.7% | +112.3% |
| All | -9.4% | +108.1% | -117.5% | -36.6% |
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 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