+39.8%
BKNG vs XOP
+36.1%
+3.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -10.7% | +1.6% | -12.3% | -10.8% |
| 30D | -18.1% | +9.6% | -27.7% | -18.7% |
| 3M | +8.5% | +16.9% | -8.4% | +7.0% |
| 6M | -0.1% | +24.0% | -24.1% | -3.6% |
| YTD | -18.2% | +56.2% | -74.4% | -25.5% |
| 1Y | -19.9% | +51.8% | -71.6% | -26.6% |
| All | +39.8% | +36.1% | +3.8% | +25.1% |
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