+98.3%
CSCO vs XOP
+85.2%
+13.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -4.7% | -8.4% | +3.7% | -2.8% |
| 30D | -17.1% | -8.4% | -8.7% | -15.5% |
| 3M | -19.6% | +0.2% | -19.8% | -19.8% |
| 6M | +2.4% | +7.2% | -4.8% | +0.3% |
| YTD | +29.8% | +40.8% | -11.0% | +18.6% |
| 1Y | +38.7% | +36.3% | +2.4% | +27.6% |
| 3Y | +101.3% | +37.2% | +64.2% | +81.9% |
| All | +98.3% | +85.2% | +13.1% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling