+471.6%
COP vs XOP
+82.9%
+388.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.5% |
| 7D | +3.0% | +2.6% | +0.4% | +1.1% |
| 30D | +17.5% | +15.4% | +2.0% | +5.7% |
| 3M | +13.4% | +12.1% | +1.3% | +4.3% |
| 6M | +17.7% | +19.7% | -1.9% | +3.2% |
| YTD | +46.6% | +52.4% | -5.8% | +7.6% |
| 1Y | +44.6% | +47.6% | -2.9% | +8.8% |
| 3Y | +20.7% | +34.4% | -13.7% | -2.7% |
| 5Y | +185.0% | +154.4% | +30.7% | +44.4% |
| 10Y | +347.0% | +54.7% | +292.3% | +190.2% |
| All | +471.6% | +82.9% | +388.7% | +155.8% |
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