-34.9%
DOW vs XOP
+35.8%
-70.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -1.0% |
| 7D | -6.0% | +1.0% | -7.0% | -6.7% |
| 30D | -2.7% | +10.8% | -13.6% | -9.9% |
| 3M | -10.5% | +19.5% | -29.9% | -21.7% |
| 6M | -12.4% | +21.6% | -34.0% | -24.0% |
| YTD | +30.0% | +55.8% | -25.8% | -5.1% |
| 1Y | +27.8% | +54.6% | -26.8% | -6.5% |
| All | -34.9% | +35.8% | -70.7% | -52.6% |
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