-55.9%
C vs XOP
+82.9%
-138.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | +3.6% | +2.6% | +1.1% | +2.1% |
| 30D | +0.1% | +15.4% | -15.4% | -8.1% |
| 3M | +2.4% | +12.1% | -9.6% | -5.2% |
| 6M | +24.9% | +19.7% | +5.2% | +9.3% |
| YTD | +19.8% | +52.4% | -32.6% | -9.6% |
| 1Y | +44.9% | +47.6% | -2.7% | +10.6% |
| 3Y | +263.0% | +34.4% | +228.6% | +186.2% |
| 5Y | +129.5% | +154.4% | -24.9% | +13.0% |
| 10Y | +291.6% | +54.7% | +236.9% | +113.1% |
| All | -55.9% | +82.9% | -138.8% | -82.0% |
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