-60.0%
C vs XOP
+73.5%
-133.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | -5.3% | -7.3% | +2.0% | -1.8% |
| 3M | -8.0% | +1.4% | -9.4% | -9.7% |
| 6M | -0.3% | +7.8% | -8.0% | -6.8% |
| YTD | +8.6% | +44.5% | -35.9% | -16.3% |
| 1Y | +25.8% | +37.0% | -11.2% | -0.2% |
| 3Y | +221.2% | +40.8% | +180.4% | +144.6% |
| 5Y | +113.6% | +88.7% | +24.9% | +25.9% |
| 10Y | +218.3% | +49.9% | +168.5% | +75.4% |
| All | -60.0% | +73.5% | -133.5% | -83.3% |
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