+340.2%
COP vs XOP
+52.9%
+287.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.7% |
| 7D | -0.5% | +1.0% | -1.4% | -1.2% |
| 30D | +11.7% | +10.8% | +0.9% | +3.0% |
| 3M | +17.7% | +19.5% | -1.8% | +2.3% |
| 6M | +18.3% | +21.6% | -3.3% | +1.3% |
| YTD | +49.1% | +55.8% | -6.8% | +5.0% |
| 1Y | +53.3% | +54.6% | -1.3% | +8.6% |
| 3Y | +22.2% | +36.6% | -14.5% | -4.9% |
| 5Y | +193.3% | +160.6% | +32.7% | +37.6% |
| 10Y | +340.2% | +56.2% | +284.0% | +160.7% |
| All | +340.2% | +52.9% | +287.4% | +160.7% |
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