+472.5%
COP vs XOP
+67.7%
+404.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -8.4% | -10.0% | +1.6% | -1.1% |
| 30D | +0.3% | -9.1% | +9.3% | +7.6% |
| 3M | +15.1% | +5.1% | +10.0% | +11.1% |
| 6M | +19.8% | +6.4% | +13.4% | +14.7% |
| YTD | +46.8% | +39.7% | +7.1% | +15.1% |
| 1Y | +59.7% | +37.2% | +22.5% | +27.0% |
| 3Y | +28.7% | +37.6% | -8.9% | +2.1% |
| 5Y | +110.7% | +76.5% | +34.2% | +39.5% |
| 10Y | +298.3% | +42.6% | +255.7% | +174.8% |
| All | +472.5% | +67.7% | +404.8% | +173.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling