+847.5%
CIEN vs XOP
+78.0%
+769.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | +15.3% | +6.3% | +8.9% | +12.2% |
| 30D | -22.0% | -6.6% | -15.4% | -19.4% |
| 3M | -36.6% | +3.6% | -40.2% | -37.6% |
| 6M | -51.5% | +10.8% | -62.2% | -54.0% |
| YTD | +20.0% | +48.3% | -28.3% | -2.3% |
| 1Y | +44.5% | +42.9% | +1.5% | +19.3% |
| 3Y | +539.0% | +43.3% | +495.7% | +422.0% |
| 5Y | +356.8% | +94.0% | +262.9% | +204.7% |
| 10Y | +1,190.4% | +53.7% | +1,136.7% | +675.2% |
| All | +847.5% | +78.0% | +769.5% | +321.1% |
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