+301.4%
CMCSA vs XOP
+82.9%
+218.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.1% | +2.6% | -4.7% | -2.8% |
| 30D | +7.0% | +15.4% | -8.4% | +2.5% |
| 3M | +15.1% | +12.1% | +3.0% | +10.9% |
| 6M | -15.4% | +19.7% | -35.0% | -20.5% |
| YTD | -1.9% | +52.4% | -54.3% | -14.4% |
| 1Y | -12.7% | +47.6% | -60.3% | -23.4% |
| 3Y | -31.0% | +34.4% | -65.4% | -38.7% |
| 5Y | -46.1% | +154.4% | -200.5% | -62.4% |
| 10Y | +10.8% | +54.7% | -43.8% | -21.4% |
| All | +301.4% | +82.9% | +218.5% | +112.8% |
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