+20.8%
COP vs XOP
+36.7%
-15.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.9% |
| 7D | -0.8% | +0.6% | -1.5% | -1.4% |
| 30D | +15.6% | +16.5% | -0.9% | +1.0% |
| 3M | +14.3% | +15.7% | -1.4% | +0.5% |
| 6M | +17.0% | +19.2% | -2.2% | -0.1% |
| YTD | +47.4% | +55.0% | -7.5% | -0.3% |
| 1Y | +52.4% | +54.2% | -1.8% | +3.4% |
| 3Y | +20.8% | +35.9% | -15.0% | -9.1% |
| All | +20.8% | +36.7% | -15.9% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling