+984.1%
CIEN vs XOP
+82.9%
+901.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.5% |
| 7D | -15.2% | +2.6% | -17.7% | -16.2% |
| 30D | -21.5% | +15.4% | -36.9% | -26.6% |
| 3M | -40.1% | +12.1% | -52.1% | -43.4% |
| 6M | -6.6% | +19.7% | -26.2% | -15.7% |
| YTD | +37.3% | +52.4% | -15.1% | +10.3% |
| 1Y | +174.5% | +47.6% | +127.0% | +123.0% |
| 3Y | +562.3% | +34.4% | +527.9% | +454.5% |
| 5Y | +463.9% | +154.4% | +309.6% | +228.2% |
| 10Y | +1,302.4% | +54.7% | +1,247.7% | +737.2% |
| All | +984.1% | +82.9% | +901.2% | +375.4% |
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 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