+102.7%
CSCO vs XOP
+36.6%
+66.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.7% | -8.4% | +3.7% | -2.6% |
| 30D | -17.1% | -8.4% | -8.7% | -15.4% |
| 3M | -19.6% | +0.2% | -19.8% | -19.9% |
| 6M | +2.4% | +7.2% | -4.8% | -0.1% |
| YTD | +29.8% | +40.8% | -11.0% | +16.1% |
| 1Y | +38.7% | +36.3% | +2.4% | +25.1% |
| All | +102.7% | +36.6% | +66.1% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling