+110.7%
COP vs XOP
+76.5%
+34.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -8.4% | -10.0% | +1.6% | +0.2% |
| 30D | +0.3% | -9.1% | +9.3% | +8.8% |
| 3M | +15.1% | +5.1% | +10.0% | +10.4% |
| 6M | +19.8% | +6.4% | +13.4% | +13.6% |
| YTD | +46.8% | +39.7% | +7.1% | +10.0% |
| 1Y | +59.7% | +37.2% | +22.5% | +21.6% |
| 3Y | +28.7% | +37.6% | -8.9% | -3.1% |
| 5Y | +110.7% | +76.5% | +34.2% | +31.0% |
| All | +110.7% | +76.5% | +34.2% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling