+765.0%
CSCO vs XOP
+82.9%
+682.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | -0.7% | +2.6% | -3.2% | -1.5% |
| 30D | -10.1% | +15.4% | -25.6% | -14.2% |
| 3M | -15.7% | +12.1% | -27.7% | -19.0% |
| 6M | +36.3% | +19.7% | +16.6% | +27.7% |
| YTD | +43.8% | +52.4% | -8.6% | +24.8% |
| 1Y | +63.9% | +47.6% | +16.4% | +43.1% |
| 3Y | +104.4% | +34.4% | +70.0% | +80.6% |
| 5Y | +111.4% | +154.4% | -43.0% | +44.9% |
| 10Y | +361.7% | +54.7% | +307.0% | +224.2% |
| All | +765.0% | +82.9% | +682.0% | +351.5% |
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