+509.1%
CIEN vs XOP
+165.6%
+343.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | -4.6% | +1.0% | -5.5% | -4.8% |
| 30D | -12.8% | +10.8% | -23.7% | -15.2% |
| 3M | -23.1% | +19.5% | -42.5% | -27.0% |
| 6M | +6.1% | +21.6% | -15.5% | -1.0% |
| YTD | +44.5% | +55.8% | -11.3% | +23.5% |
| 1Y | +176.6% | +54.6% | +122.0% | +136.4% |
| 3Y | +601.0% | +36.6% | +564.3% | +510.5% |
| 5Y | +509.1% | +160.6% | +348.5% | +358.9% |
| All | +509.1% | +165.6% | +343.5% | +358.9% |
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