+319.3%
CSCO vs XOP
+45.9%
+273.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.7% | -8.4% | +3.7% | -2.7% |
| 30D | -17.1% | -8.4% | -8.7% | -15.4% |
| 3M | -19.6% | +0.2% | -19.8% | -19.8% |
| 6M | +2.4% | +7.2% | -4.8% | +0.2% |
| YTD | +29.8% | +40.8% | -11.0% | +18.3% |
| 1Y | +38.7% | +36.3% | +2.4% | +27.3% |
| 3Y | +101.3% | +37.2% | +64.2% | +82.1% |
| 5Y | +94.8% | +86.6% | +8.2% | +58.7% |
| All | +319.3% | +45.9% | +273.4% | +218.1% |
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