+606.1%
COST vs XOP
+58.6%
+547.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | -1.2% | +2.6% | -3.8% | -1.5% |
| 30D | -4.7% | +9.6% | -14.3% | -5.6% |
| 3M | -7.1% | +20.4% | -27.5% | -8.9% |
| 6M | -8.5% | +19.9% | -28.4% | -10.4% |
| YTD | +5.4% | +56.4% | -51.0% | +0.4% |
| 1Y | -5.6% | +52.4% | -58.1% | -9.9% |
| 3Y | +68.5% | +39.9% | +28.6% | +60.8% |
| 5Y | +105.2% | +163.7% | -58.5% | +82.9% |
| All | +606.1% | +58.6% | +547.4% | +546.8% |
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 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