+336.7%
COP vs XOP
+53.9%
+282.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.9% |
| 7D | +4.4% | +6.3% | -1.9% | -0.6% |
| 30D | 0.0% | -6.6% | +6.5% | +5.5% |
| 3M | +15.0% | +3.6% | +11.5% | +12.0% |
| 6M | +22.0% | +10.8% | +11.2% | +12.7% |
| YTD | +55.3% | +48.3% | +7.1% | +13.9% |
| 1Y | +64.1% | +42.9% | +21.2% | +23.9% |
| 3Y | +34.1% | +43.3% | -9.2% | +0.7% |
| 5Y | +133.4% | +94.0% | +39.4% | +38.2% |
| All | +336.7% | +53.9% | +282.9% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling