+65.9%
CSCO vs XOP
+54.2%
+11.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.1% |
| 30D | -10.7% | +10.8% | -21.6% | -11.8% |
| 3M | -8.7% | +19.5% | -28.2% | -10.8% |
| 6M | +44.9% | +21.6% | +23.3% | +40.7% |
| YTD | +44.1% | +55.8% | -11.7% | +36.3% |
| 1Y | +65.9% | +54.6% | +11.2% | +58.2% |
| All | +65.9% | +54.2% | +11.7% | +58.2% |
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