+2,337.8%
COST vs XOP
+82.9%
+2,254.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.1% | +2.6% | -5.7% | -3.5% |
| 30D | -2.8% | +15.4% | -18.2% | -5.0% |
| 3M | -5.7% | +12.1% | -17.7% | -7.5% |
| 6M | -8.8% | +19.7% | -28.4% | -11.6% |
| YTD | +6.7% | +52.4% | -45.7% | -0.6% |
| 1Y | -3.6% | +47.6% | -51.2% | -10.0% |
| 3Y | +75.1% | +34.4% | +40.7% | +64.0% |
| 5Y | +108.9% | +154.4% | -45.5% | +73.0% |
| 10Y | +586.2% | +54.7% | +531.5% | +474.9% |
| All | +2,337.8% | +82.9% | +2,254.8% | +1,530.8% |
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