-5.6%
COST vs XOP
+53.5%
-59.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | -1.2% | +2.6% | -3.8% | -1.3% |
| 30D | -4.7% | +9.6% | -14.3% | -5.2% |
| 3M | -7.1% | +20.4% | -27.5% | -8.3% |
| 6M | -8.5% | +19.9% | -28.4% | -9.3% |
| YTD | +5.4% | +56.4% | -51.0% | +3.6% |
| 1Y | -5.6% | +52.4% | -58.1% | -7.4% |
| All | -5.6% | +53.5% | -59.1% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling