+325.0%
COP vs XOP
+49.8%
+275.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -1.0% | -0.4% |
| 7D | +0.7% | +0.5% | +0.2% | +0.2% |
| 30D | +0.2% | -7.3% | +7.5% | +6.3% |
| 3M | +10.2% | +1.4% | +8.8% | +9.1% |
| 6M | +20.1% | +7.8% | +12.3% | +13.3% |
| YTD | +50.5% | +44.5% | +6.0% | +12.6% |
| 1Y | +56.8% | +37.0% | +19.8% | +22.4% |
| 3Y | +30.3% | +40.8% | -10.5% | -0.8% |
| 5Y | +126.8% | +88.7% | +38.2% | +37.3% |
| 10Y | +325.0% | +49.9% | +275.1% | +160.6% |
| All | +325.0% | +49.8% | +275.2% | +160.6% |
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