+105.9%
C vs XOP
+76.5%
+29.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | -14.7% | +12.3% | +2.6% |
| 30D | -6.0% | -7.7% | +1.7% | -3.9% |
| 3M | -10.5% | +4.4% | -15.0% | -12.6% |
| 6M | -5.7% | +3.5% | -9.2% | -8.2% |
| YTD | +4.1% | +39.4% | -35.3% | -11.4% |
| 1Y | +20.5% | +39.8% | -19.3% | +2.2% |
| 3Y | +208.1% | +29.7% | +178.5% | +165.1% |
| All | +105.9% | +76.5% | +29.4% | +57.4% |
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